-78.9%
TE vs ARMK
+82.0%
-160.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.9% | -8.7% | -9.3% |
| 7D | -26.9% | -0.7% | -26.1% | -26.6% |
| 30D | -38.9% | -1.3% | -37.6% | -38.6% |
| 3M | -61.0% | -2.5% | -58.5% | -60.6% |
| 6M | -66.4% | +20.8% | -87.2% | -68.0% |
| YTD | -69.0% | +48.2% | -117.2% | -72.2% |
| 1Y | -54.0% | +45.7% | -99.7% | -58.5% |
| 3Y | +38.0% | +96.6% | -58.6% | +17.5% |
| 5Y | -81.0% | +106.6% | -187.6% | -84.0% |
| All | -78.9% | +82.0% | -160.9% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ARMK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling