+357.0%
TPR vs ARMK
+131.1%
+225.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -1.1% | +7.1% | -8.3% | -4.6% |
| 30D | +15.1% | -1.6% | +16.7% | +15.4% |
| 3M | -13.4% | -10.5% | -2.9% | -9.2% |
| 6M | +1.4% | +11.8% | -10.4% | -6.0% |
| YTD | +4.8% | +47.3% | -42.5% | -16.2% |
| 1Y | +29.2% | +41.5% | -12.3% | +5.3% |
| 3Y | +403.7% | +95.3% | +308.4% | +239.1% |
| 5Y | +230.8% | +108.1% | +122.7% | +114.1% |
| All | +357.0% | +131.1% | +225.9% | +213.8% |
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