+283.8%
TGT vs ARMK
+350.8%
-67.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.4% |
| 7D | +0.8% | -2.4% | +3.2% | +1.2% |
| 30D | +12.2% | 0.0% | +12.2% | +12.1% |
| 3M | +33.8% | +6.7% | +27.1% | +32.0% |
| 6M | +39.3% | +38.8% | +0.5% | +30.4% |
| YTD | +72.9% | +55.2% | +17.7% | +58.1% |
| 1Y | +84.6% | +46.6% | +37.9% | +70.5% |
| 3Y | +46.2% | +112.9% | -66.7% | +24.6% |
| 5Y | -21.3% | +144.0% | -165.3% | -34.8% |
| 10Y | +213.5% | +132.4% | +81.1% | +166.5% |
| All | +283.8% | +350.8% | -67.0% | +192.8% |
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