+376.8%
V vs ARMK
+136.6%
+240.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.2% |
| 7D | -1.1% | +1.7% | -2.8% | -1.6% |
| 30D | +1.9% | +3.1% | -1.2% | +0.7% |
| 3M | +15.5% | +9.2% | +6.3% | +12.1% |
| 6M | +16.6% | +43.7% | -27.1% | +3.2% |
| YTD | +5.7% | +57.4% | -51.6% | -9.3% |
| 1Y | +8.6% | +51.9% | -43.3% | -5.9% |
| 3Y | +52.5% | +125.4% | -72.9% | +13.9% |
| 5Y | +67.1% | +149.1% | -82.0% | +19.3% |
| 10Y | +376.8% | +135.4% | +241.3% | +247.8% |
| All | +376.8% | +136.6% | +240.2% | +247.8% |
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