+87.4%
TRMB vs ARMK
+350.8%
-263.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.7% |
| 7D | -2.5% | -2.4% | -0.1% | -1.5% |
| 30D | +1.5% | 0.0% | +1.5% | +1.2% |
| 3M | +6.8% | +6.7% | +0.1% | +3.3% |
| 6M | -14.9% | +38.8% | -53.8% | -27.2% |
| YTD | -24.1% | +55.2% | -79.3% | -38.5% |
| 1Y | -25.4% | +46.6% | -72.0% | -38.0% |
| 3Y | +8.0% | +112.9% | -104.9% | -25.1% |
| 5Y | -37.3% | +144.0% | -181.3% | -59.5% |
| 10Y | +116.8% | +132.4% | -15.6% | +27.2% |
| All | +87.4% | +350.8% | -263.4% | -6.4% |
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