+98.9%
TRMB vs ARMK
+131.1%
-32.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.1% | -0.8% |
| 7D | -17.0% | +0.9% | -17.9% | -17.1% |
| 30D | -9.0% | -0.4% | -8.6% | -8.9% |
| 3M | -8.1% | -2.0% | -6.1% | -7.7% |
| 6M | -10.1% | +22.0% | -32.0% | -18.5% |
| YTD | -30.2% | +49.6% | -79.8% | -42.7% |
| 1Y | -30.7% | +46.4% | -77.1% | -42.6% |
| 3Y | +32.6% | +103.2% | -70.6% | -6.7% |
| 5Y | -38.1% | +108.1% | -146.3% | -57.4% |
| 10Y | +98.9% | +129.4% | -30.5% | +19.6% |
| All | +98.9% | +131.1% | -32.2% | +19.6% |
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