+14.6%
TLT vs ARMK
+317.2%
-302.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | +0.1% |
| 7D | +0.1% | -2.6% | +2.7% | 0.0% |
| 30D | +6.2% | -5.2% | +11.4% | +6.0% |
| 3M | +0.1% | -6.5% | +6.6% | -0.1% |
| 6M | -3.0% | +15.3% | -18.2% | -2.5% |
| YTD | -2.7% | +43.6% | -46.3% | -1.6% |
| 1Y | -4.8% | +42.1% | -46.9% | -3.7% |
| 3Y | +6.9% | +94.0% | -87.1% | +9.7% |
| 5Y | -34.5% | +96.3% | -130.7% | -32.4% |
| 10Y | -17.3% | +126.7% | -144.0% | -16.1% |
| All | +14.6% | +317.2% | -302.6% | +21.4% |
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