-39.0%
U vs ARMK
+200.0%
-239.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.4% |
| 7D | -3.8% | -2.4% | -1.4% | -2.1% |
| 30D | +17.5% | 0.0% | +17.4% | +16.8% |
| 3M | +38.7% | +6.7% | +32.1% | +31.5% |
| 6M | +104.4% | +38.8% | +65.6% | +58.3% |
| YTD | -5.7% | +55.2% | -60.9% | -33.5% |
| 1Y | +3.7% | +46.6% | -42.9% | -24.0% |
| 3Y | +12.3% | +112.9% | -100.6% | -39.3% |
| 5Y | -68.8% | +144.0% | -212.8% | -83.8% |
| All | -39.0% | +200.0% | -239.0% | -68.6% |
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