+249.4%
TPR vs ARMK
+299.4%
-50.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.9% | +10.9% | +9.0% |
| 7D | +13.9% | -10.2% | +24.1% | +19.7% |
| 30D | +14.9% | -9.3% | +24.2% | +20.0% |
| 3M | -15.4% | -11.4% | -4.0% | -11.2% |
| 6M | -4.5% | +11.6% | -16.1% | -11.3% |
| YTD | +6.0% | +37.5% | -31.5% | -11.8% |
| 1Y | +24.3% | +34.9% | -10.6% | +4.4% |
| 3Y | +412.8% | +83.4% | +329.4% | +260.2% |
| 5Y | +258.4% | +87.9% | +170.6% | +147.2% |
| 10Y | +396.8% | +117.0% | +279.8% | +231.4% |
| All | +249.4% | +299.4% | -50.0% | +111.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling