+201.6%
TGT vs ARMK
+131.4%
+70.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.6% | +2.7% | 0.0% | +2.2% |
| 30D | +4.7% | -1.5% | +6.2% | +4.8% |
| 3M | +4.6% | -11.6% | +16.1% | +6.7% |
| 6M | +34.9% | +6.7% | +28.1% | +32.6% |
| YTD | +70.9% | +47.4% | +23.5% | +57.8% |
| 1Y | +84.4% | +41.5% | +42.9% | +71.4% |
| 3Y | +69.1% | +95.5% | -26.4% | +46.7% |
| 5Y | -26.9% | +108.4% | -135.3% | -37.8% |
| All | +201.6% | +131.4% | +70.2% | +162.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling