-19.1%
TMUS vs ARMK
+41.8%
-60.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +4.9% | +2.7% | +2.2% | +5.0% |
| 30D | +7.7% | -1.5% | +9.2% | +7.4% |
| 3M | -6.8% | -11.6% | +4.8% | -7.4% |
| 6M | -9.7% | +6.7% | -16.4% | -9.6% |
| YTD | -15.0% | +47.4% | -62.4% | -15.3% |
| 1Y | -19.1% | +41.5% | -60.6% | -19.6% |
| All | -19.1% | +41.8% | -60.9% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling