+256.1%
TPR vs ARMK
+96.3%
+159.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.5% | -3.4% |
| 7D | +14.2% | -2.6% | +16.8% | +15.4% |
| 30D | +17.1% | -5.2% | +22.3% | +19.8% |
| 3M | -17.7% | -6.5% | -11.2% | -15.8% |
| 6M | -10.2% | +15.3% | -25.4% | -19.4% |
| YTD | +4.9% | +43.6% | -38.7% | -18.0% |
| 1Y | +36.1% | +42.1% | -5.9% | +6.9% |
| 3Y | +416.5% | +94.0% | +322.5% | +216.4% |
| All | +256.1% | +96.3% | +159.8% | +108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling