+282.5%
TGT vs ARMK
+327.1%
-44.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | +0.5% | +2.8% | -2.3% | -0.1% |
| 30D | +6.7% | -1.8% | +8.4% | +6.8% |
| 3M | +8.4% | -10.9% | +19.3% | +10.5% |
| 6M | +40.7% | +21.2% | +19.5% | +34.9% |
| YTD | +72.2% | +47.0% | +25.2% | +58.8% |
| 1Y | +86.2% | +42.9% | +43.3% | +72.5% |
| 3Y | +68.8% | +95.0% | -26.2% | +46.0% |
| 5Y | -25.2% | +106.2% | -131.4% | -36.5% |
| 10Y | +210.0% | +131.6% | +78.4% | +162.5% |
| All | +282.5% | +327.1% | -44.6% | +194.0% |
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