+278.2%
TGT vs ARMK
+327.8%
-49.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +2.6% | +7.1% | -4.5% | +1.3% |
| 30D | +6.6% | -1.6% | +8.3% | +6.7% |
| 3M | +5.2% | -10.5% | +15.8% | +7.2% |
| 6M | +35.3% | +11.8% | +23.5% | +31.8% |
| YTD | +70.3% | +47.3% | +23.1% | +57.0% |
| 1Y | +81.2% | +41.5% | +39.7% | +68.1% |
| 3Y | +66.9% | +95.3% | -28.4% | +44.3% |
| 5Y | -27.2% | +108.1% | -135.3% | -38.2% |
| 10Y | +206.6% | +132.0% | +74.6% | +159.5% |
| All | +278.2% | +327.8% | -49.6% | +190.7% |
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