-34.5%
TLT vs ARMK
+106.7%
-141.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.1% | +2.7% | -5.8% | -3.2% |
| 30D | +1.0% | -1.5% | +2.5% | +1.1% |
| 3M | -2.7% | -11.6% | +8.8% | -2.3% |
| 6M | -4.1% | +6.7% | -10.9% | -4.5% |
| YTD | -5.4% | +47.4% | -52.8% | -7.0% |
| 1Y | -7.0% | +41.5% | -48.5% | -8.5% |
| 3Y | +2.8% | +95.5% | -92.7% | -0.4% |
| All | -34.5% | +106.7% | -141.2% | -37.2% |
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