+308.5%
TMUS vs ARMK
+131.8%
+176.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.3% |
| 7D | +0.1% | -2.4% | +2.5% | +0.6% |
| 30D | +5.3% | 0.0% | +5.2% | +5.1% |
| 3M | +3.1% | +6.7% | -3.5% | +1.6% |
| 6M | -16.5% | +38.8% | -55.3% | -22.4% |
| YTD | -9.2% | +55.2% | -64.3% | -17.7% |
| 1Y | -26.5% | +46.6% | -73.1% | -32.7% |
| 3Y | +39.0% | +112.9% | -73.9% | +15.9% |
| 5Y | +40.4% | +144.0% | -103.6% | +11.9% |
| All | +308.5% | +131.8% | +176.8% | +245.2% |
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 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