-12.5%
TLT vs ARMK
+131.1%
-143.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.1% | +0.1% |
| 7D | +0.3% | +0.9% | -0.6% | +0.3% |
| 30D | +5.1% | -0.4% | +5.5% | +5.1% |
| 3M | -0.2% | -2.0% | +1.8% | -0.2% |
| 6M | -2.9% | +22.0% | -24.9% | -2.4% |
| YTD | -2.7% | +49.6% | -52.3% | -1.7% |
| 1Y | -4.6% | +46.4% | -51.0% | -3.7% |
| 3Y | +6.1% | +103.2% | -97.1% | +8.3% |
| 5Y | -35.1% | +108.1% | -143.3% | -33.5% |
| 10Y | -12.5% | +129.4% | -141.9% | -14.0% |
| All | -12.5% | +131.1% | -143.6% | -14.0% |
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 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