+413.8%
TPR vs ARMK
+101.3%
+312.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.7% | +1.0% |
| 7D | +12.7% | +0.9% | +11.8% | +12.1% |
| 30D | +17.1% | -0.4% | +17.4% | +16.9% |
| 3M | -15.9% | -2.0% | -13.9% | -15.9% |
| 6M | +2.6% | +22.0% | -19.3% | -7.2% |
| YTD | +7.5% | +49.6% | -42.1% | -11.3% |
| 1Y | +32.9% | +46.4% | -13.4% | +10.6% |
| 3Y | +413.8% | +103.2% | +310.6% | +293.9% |
| All | +413.8% | +101.3% | +312.6% | +293.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling