-22.7%
U vs ARMK
+185.0%
-207.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.2% |
| 7D | +2.6% | +2.7% | -0.1% | +0.6% |
| 30D | +27.6% | -1.5% | +29.0% | +27.7% |
| 3M | +15.3% | -11.6% | +26.9% | +24.8% |
| 6M | +96.4% | +6.7% | +89.6% | +84.6% |
| YTD | +19.6% | +47.4% | -27.9% | -13.3% |
| 1Y | +42.1% | +41.5% | +0.6% | +5.9% |
| 3Y | +87.5% | +95.5% | -8.0% | +7.2% |
| 5Y | -73.1% | +108.4% | -181.5% | -85.5% |
| All | -22.7% | +185.0% | -207.7% | -59.1% |
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