+1,350.8%
TER vs ARMK
+317.2%
+1,033.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.5% | -1.9% | +0.8% |
| 7D | -20.5% | -2.6% | -17.8% | -19.4% |
| 30D | -47.0% | -5.2% | -41.8% | -45.7% |
| 3M | -43.3% | -6.5% | -36.8% | -41.5% |
| 6M | -42.9% | +15.3% | -58.2% | -45.9% |
| YTD | +12.9% | +43.6% | -30.7% | -1.2% |
| 1Y | +18.2% | +42.1% | -23.9% | +3.6% |
| 3Y | +151.8% | +94.0% | +57.8% | +96.0% |
| 5Y | +54.2% | +96.3% | -42.0% | +18.9% |
| 10Y | +908.2% | +126.7% | +781.6% | +633.1% |
| All | +1,350.8% | +317.2% | +1,033.6% | +864.8% |
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