+202.8%
TER vs ARMK
+144.6%
+58.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +6.0% |
| 7D | +0.6% | -2.4% | +3.0% | +2.0% |
| 30D | -8.3% | 0.0% | -8.3% | -8.3% |
| 3M | -12.2% | +6.7% | -18.9% | -15.6% |
| 6M | +17.1% | +38.8% | -21.7% | -3.7% |
| YTD | +84.7% | +55.2% | +29.5% | +41.8% |
| 1Y | +199.9% | +46.6% | +153.3% | +137.3% |
| 3Y | +232.8% | +112.9% | +119.9% | +104.7% |
| All | +202.8% | +144.6% | +58.2% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling