+2,273.7%
TER vs ARMK
+350.8%
+1,922.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.8% |
| 7D | +0.6% | -2.4% | +3.0% | +1.5% |
| 30D | -8.3% | 0.0% | -8.3% | -8.3% |
| 3M | -12.2% | +6.7% | -18.9% | -14.4% |
| 6M | +17.1% | +38.8% | -21.7% | +3.4% |
| YTD | +84.7% | +55.2% | +29.5% | +56.1% |
| 1Y | +199.9% | +46.6% | +153.3% | +158.5% |
| 3Y | +232.8% | +112.9% | +119.9% | +148.8% |
| 5Y | +198.6% | +144.0% | +54.6% | +112.7% |
| 10Y | +1,669.7% | +132.4% | +1,537.3% | +1,167.9% |
| All | +2,273.7% | +350.8% | +1,922.8% | +1,425.1% |
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