+484.0%
V vs ARMK
+131.4%
+352.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.9% | +2.7% | -1.7% | +0.1% |
| 30D | +9.0% | -1.5% | +10.5% | +9.1% |
| 3M | +16.7% | -11.6% | +28.3% | +20.7% |
| 6M | +33.4% | +6.7% | +26.7% | +29.7% |
| YTD | +22.4% | +47.4% | -25.1% | +6.7% |
| 1Y | +27.7% | +41.5% | -13.8% | +12.8% |
| 3Y | +78.0% | +95.5% | -17.6% | +38.9% |
| 5Y | +108.5% | +108.4% | +0.1% | +56.8% |
| All | +484.0% | +131.4% | +352.6% | +327.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling