-25.0%
TGT vs ARMK
+146.8%
-171.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.8% |
| 7D | -3.6% | +0.3% | -3.9% | -3.7% |
| 30D | +4.4% | +2.4% | +2.1% | +3.3% |
| 3M | +25.4% | +6.1% | +19.3% | +22.4% |
| 6M | +33.4% | +41.8% | -8.4% | +16.8% |
| YTD | +65.6% | +55.5% | +10.0% | +39.7% |
| 1Y | +80.3% | +49.6% | +30.7% | +54.0% |
| 3Y | +42.1% | +122.8% | -80.6% | -0.9% |
| 5Y | -25.0% | +151.0% | -176.0% | -51.3% |
| All | -25.0% | +146.8% | -171.8% | -51.3% |
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