+19.3%
TPR vs ARMK
+41.1%
-21.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.2% | +7.7% | +4.3% |
| 7D | +12.6% | -5.8% | +18.5% | +13.9% |
| 30D | +7.1% | -5.3% | +12.4% | +8.2% |
| 3M | -19.4% | -6.7% | -12.6% | -18.6% |
| 6M | -9.7% | +17.4% | -27.1% | -16.5% |
| YTD | -1.0% | +43.0% | -44.0% | -13.9% |
| 1Y | +19.3% | +40.3% | -21.0% | +4.4% |
| All | +19.3% | +41.1% | -21.8% | +4.4% |
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