+87.5%
U vs ARMK
+96.6%
-9.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.2% |
| 7D | +2.6% | +2.7% | -0.1% | +1.0% |
| 30D | +27.6% | -1.5% | +29.0% | +27.9% |
| 3M | +15.3% | -11.6% | +26.9% | +23.4% |
| 6M | +96.4% | +6.7% | +89.6% | +86.5% |
| YTD | +19.6% | +47.4% | -27.9% | -9.9% |
| 1Y | +42.1% | +41.5% | +0.6% | +9.9% |
| 3Y | +87.5% | +95.5% | -8.0% | +22.3% |
| All | +87.5% | +96.6% | -9.1% | +22.3% |
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