+802.8%
TEAM vs ARMK
+166.2%
+636.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.4% |
| 7D | -0.4% | -2.4% | +2.0% | +0.2% |
| 30D | +67.3% | 0.0% | +67.3% | +66.9% |
| 3M | +86.8% | +6.7% | +80.1% | +82.7% |
| 6M | +146.8% | +38.8% | +108.0% | +122.3% |
| YTD | +16.9% | +55.2% | -38.3% | +1.6% |
| 1Y | +12.8% | +46.6% | -33.8% | -0.4% |
| 3Y | -7.3% | +112.9% | -120.2% | -27.1% |
| 5Y | -50.7% | +144.0% | -194.7% | -62.1% |
| 10Y | +529.8% | +132.4% | +397.4% | +421.8% |
| All | +802.8% | +166.2% | +636.6% | +537.8% |
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 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