+569.8%
TMUS vs ARMK
+317.2%
+252.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.6% | -0.1% |
| 7D | +3.6% | -2.6% | +6.2% | +4.1% |
| 30D | -3.4% | -5.2% | +1.8% | -2.5% |
| 3M | -9.5% | -6.5% | -3.0% | -8.5% |
| 6M | -15.2% | +15.3% | -30.4% | -18.4% |
| YTD | -18.9% | +43.6% | -62.5% | -26.1% |
| 1Y | -17.7% | +42.1% | -59.8% | -24.9% |
| 3Y | +15.6% | +94.0% | -78.4% | -3.3% |
| 5Y | +38.9% | +96.3% | -57.3% | +13.9% |
| 10Y | +245.3% | +126.7% | +118.6% | +159.9% |
| All | +569.8% | +317.2% | +252.6% | +314.0% |
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