-26.3%
U vs ARMK
+186.5%
-212.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.5% |
| 7D | +24.4% | -0.7% | +25.1% | +24.1% |
| 30D | +7.4% | -1.3% | +8.7% | +7.4% |
| 3M | +16.8% | -2.5% | +19.3% | +17.4% |
| 6M | +78.8% | +20.8% | +58.0% | +52.7% |
| YTD | +14.0% | +48.2% | -34.2% | -17.7% |
| 1Y | +16.7% | +45.7% | -29.0% | -15.1% |
| 3Y | +86.4% | +96.6% | -10.2% | +6.1% |
| 5Y | -71.5% | +106.6% | -178.0% | -84.7% |
| All | -26.3% | +186.5% | -212.8% | -61.2% |
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