+467.0%
TEAM vs ARMK
+131.1%
+335.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | -0.3% |
| 7D | -17.2% | +0.9% | -18.1% | -17.6% |
| 30D | -25.1% | -0.4% | -24.7% | -25.2% |
| 3M | +3.9% | -2.0% | +5.9% | +3.8% |
| 6M | +69.1% | +22.0% | +47.2% | +58.8% |
| YTD | -4.5% | +49.6% | -54.1% | -15.8% |
| 1Y | -1.9% | +46.4% | -48.2% | -13.0% |
| 3Y | -9.3% | +103.2% | -112.5% | -27.0% |
| 5Y | -65.2% | +108.1% | -173.3% | -72.1% |
| 10Y | +467.0% | +129.4% | +337.6% | +388.8% |
| All | +467.0% | +131.1% | +335.9% | +388.8% |
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