-24.7%
U vs ARMK
+177.6%
-202.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.5% | +1.1% | +2.4% |
| 7D | +36.6% | -2.6% | +39.2% | +38.3% |
| 30D | +13.3% | -5.2% | +18.5% | +16.7% |
| 3M | +26.2% | -6.5% | +32.7% | +30.8% |
| 6M | +88.7% | +15.3% | +73.5% | +66.9% |
| YTD | +16.6% | +43.6% | -27.0% | -13.9% |
| 1Y | +29.0% | +42.1% | -13.1% | -4.5% |
| 3Y | +99.5% | +94.0% | +5.5% | +14.7% |
| 5Y | -66.1% | +96.3% | -162.4% | -81.3% |
| All | -24.7% | +177.6% | -202.3% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling