+383.3%
TPR vs ARMK
+125.8%
+257.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | +12.1% | -0.7% | +12.8% | +12.0% |
| 30D | +16.7% | -1.3% | +18.0% | +16.8% |
| 3M | -17.4% | -2.5% | -14.9% | -17.4% |
| 6M | +2.3% | +20.8% | -18.5% | -9.1% |
| YTD | +7.1% | +48.2% | -41.0% | -14.6% |
| 1Y | +29.5% | +45.7% | -16.2% | +3.9% |
| 3Y | +415.0% | +96.6% | +318.5% | +245.7% |
| 5Y | +261.5% | +106.6% | +154.9% | +134.7% |
| 10Y | +383.3% | +132.6% | +250.7% | +230.5% |
| All | +383.3% | +125.8% | +257.5% | +230.5% |
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