-53.2%
TE vs ARMK
+90.6%
-143.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | -4.0% | -2.4% | -1.6% | -3.3% |
| 30D | -15.9% | 0.0% | -15.9% | -15.9% |
| 3M | -60.5% | +6.7% | -67.2% | -61.2% |
| 6M | -35.2% | +38.8% | -74.0% | -40.8% |
| YTD | -31.1% | +55.2% | -86.3% | -39.1% |
| 1Y | +148.6% | +46.6% | +102.0% | +123.4% |
| 3Y | -26.4% | +112.9% | -139.3% | -38.8% |
| 5Y | -48.0% | +144.0% | -192.0% | -57.2% |
| All | -53.2% | +90.6% | -143.7% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling