+238.4%
TMUS vs ARMK
+123.7%
+114.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.6% | 0.0% |
| 7D | +3.6% | -2.6% | +6.2% | +4.0% |
| 30D | -3.4% | -5.2% | +1.8% | -2.6% |
| 3M | -9.5% | -6.5% | -3.0% | -8.5% |
| 6M | -15.2% | +15.3% | -30.4% | -18.1% |
| YTD | -18.9% | +43.6% | -62.5% | -25.5% |
| 1Y | -17.7% | +42.1% | -59.8% | -24.3% |
| 3Y | +15.6% | +94.0% | -78.4% | -1.7% |
| 5Y | +38.9% | +96.3% | -57.3% | +16.0% |
| All | +238.4% | +123.7% | +114.7% | +174.2% |
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