-37.5%
U vs ARMK
+204.2%
-241.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +1.6% |
| 7D | +4.5% | +1.7% | +2.8% | +3.3% |
| 30D | -0.6% | +3.1% | -3.7% | -3.1% |
| 3M | +48.4% | +9.2% | +39.2% | +38.4% |
| 6M | +115.4% | +43.7% | +71.7% | +62.6% |
| YTD | -3.2% | +57.4% | -60.6% | -32.5% |
| 1Y | -6.0% | +51.9% | -57.9% | -32.8% |
| 3Y | +13.5% | +125.4% | -111.9% | -41.3% |
| 5Y | -68.0% | +149.1% | -217.1% | -83.6% |
| All | -37.5% | +204.2% | -241.7% | -68.1% |
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