-42.9%
TER vs ARMK
+15.0%
-57.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.5% | -1.9% | -0.3% |
| 7D | -20.5% | -2.6% | -17.8% | -19.0% |
| 30D | -47.0% | -5.2% | -41.8% | -45.2% |
| 3M | -43.3% | -6.5% | -36.8% | -40.9% |
| 6M | -42.9% | +15.3% | -58.2% | -38.7% |
| All | -42.9% | +15.0% | -57.9% | -38.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling