+99.5%
U vs ARMK
+91.9%
+7.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.5% | +1.1% | +3.0% |
| 7D | +36.6% | -2.6% | +39.2% | +38.1% |
| 30D | +13.3% | -5.2% | +18.5% | +16.2% |
| 3M | +26.2% | -6.5% | +32.7% | +30.2% |
| 6M | +88.7% | +15.3% | +73.5% | +69.8% |
| YTD | +16.6% | +43.6% | -27.0% | -11.1% |
| 1Y | +29.0% | +42.1% | -13.1% | -1.5% |
| 3Y | +99.5% | +94.0% | +5.5% | +29.5% |
| All | +99.5% | +91.9% | +7.6% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling