+611.7%
TMUS vs ARMK
+327.1%
+284.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.0% |
| 7D | +8.2% | +2.8% | +5.4% | +7.5% |
| 30D | +13.4% | -1.8% | +15.1% | +13.5% |
| 3M | -3.0% | -10.9% | +7.8% | -0.8% |
| 6M | -8.8% | +21.2% | -30.0% | -13.2% |
| YTD | -13.8% | +47.0% | -60.9% | -21.9% |
| 1Y | -17.1% | +42.9% | -59.9% | -24.4% |
| 3Y | +22.7% | +95.0% | -72.3% | +2.5% |
| 5Y | +52.8% | +106.2% | -53.4% | +23.9% |
| 10Y | +244.6% | +131.6% | +113.0% | +158.4% |
| All | +611.7% | +327.1% | +284.6% | +337.7% |
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