+151.8%
TER vs ARMK
+91.9%
+59.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.5% | -1.9% | -0.1% |
| 7D | -20.5% | -2.6% | -17.8% | -18.9% |
| 30D | -47.0% | -5.2% | -41.8% | -45.0% |
| 3M | -43.3% | -6.5% | -36.8% | -40.8% |
| 6M | -42.9% | +15.3% | -58.2% | -47.1% |
| YTD | +12.9% | +43.6% | -30.7% | -6.7% |
| 1Y | +18.2% | +42.1% | -23.9% | -2.1% |
| 3Y | +151.8% | +94.0% | +57.8% | +83.3% |
| All | +151.8% | +91.9% | +59.8% | +83.3% |
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