+101.7%
TRMB vs ARMK
+125.8%
-24.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.5% |
| 7D | -16.6% | -0.7% | -15.8% | -16.1% |
| 30D | -8.9% | -1.3% | -7.6% | -8.4% |
| 3M | -6.3% | -2.5% | -3.8% | -5.7% |
| 6M | -10.0% | +20.8% | -30.7% | -18.1% |
| YTD | -30.1% | +48.2% | -78.3% | -42.4% |
| 1Y | -31.3% | +45.7% | -77.0% | -43.0% |
| 3Y | +30.8% | +96.6% | -65.7% | -6.5% |
| 5Y | -35.9% | +106.6% | -142.5% | -55.8% |
| 10Y | +101.7% | +132.6% | -30.8% | +21.6% |
| All | +101.7% | +125.8% | -24.1% | +21.6% |
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