+19.4%
U vs ARMK
+40.2%
-20.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.5% | +1.1% | +4.6% |
| 7D | +36.6% | -2.6% | +39.2% | +37.2% |
| 30D | +13.3% | -5.2% | +18.5% | +14.7% |
| 3M | +26.2% | -6.5% | +32.7% | +28.2% |
| 6M | +88.7% | +15.3% | +73.5% | +83.8% |
| YTD | +16.6% | +43.6% | -27.0% | +9.3% |
| All | +19.4% | +40.2% | -20.9% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling