-18.3%
TE vs ARMK
+125.3%
-143.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.4% | +8.6% | +9.1% |
| 7D | +18.2% | +1.7% | +16.5% | +17.0% |
| 30D | -13.5% | +3.1% | -16.6% | -15.1% |
| 3M | -44.6% | +9.2% | -53.8% | -47.8% |
| 6M | -24.7% | +43.7% | -68.4% | -42.1% |
| YTD | -24.3% | +57.4% | -81.6% | -46.4% |
| 1Y | +155.6% | +51.9% | +103.7% | +86.3% |
| 3Y | -18.3% | +125.4% | -143.7% | -58.3% |
| All | -18.3% | +125.3% | -143.5% | -58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling