+234.7%
TMUS vs ARMK
+131.1%
+103.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.2% | -0.1% | +3.3% |
| 7D | +5.3% | +0.9% | +4.4% | +5.1% |
| 30D | +13.5% | -0.4% | +13.9% | +13.4% |
| 3M | -4.2% | -2.0% | -2.3% | -4.2% |
| 6M | -11.9% | +22.0% | -33.8% | -15.9% |
| YTD | -15.6% | +49.6% | -65.2% | -23.0% |
| 1Y | -16.8% | +46.4% | -63.1% | -23.8% |
| 3Y | +20.8% | +103.2% | -82.4% | +1.7% |
| 5Y | +48.0% | +108.1% | -60.1% | +22.2% |
| 10Y | +234.7% | +129.4% | +105.3% | +169.1% |
| All | +234.7% | +131.1% | +103.6% | +169.1% |
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