+26.8%
TPR vs ARMK
+40.2%
-13.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.5% | -1.6% |
| 7D | +14.2% | -2.6% | +16.8% | +14.6% |
| 30D | +17.1% | -5.2% | +22.3% | +18.1% |
| 3M | -17.7% | -6.5% | -11.2% | -17.0% |
| 6M | -10.2% | +15.3% | -25.4% | -15.7% |
| YTD | +4.9% | +43.6% | -38.7% | -6.7% |
| All | +26.8% | +40.2% | -13.4% | +13.1% |
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