+476.5%
V vs ARMK
+131.1%
+345.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -0.4% | +7.1% | -7.5% | -2.5% |
| 30D | +6.3% | -1.6% | +8.0% | +6.5% |
| 3M | +17.2% | -10.5% | +27.7% | +20.7% |
| 6M | +29.2% | +11.8% | +17.5% | +23.7% |
| YTD | +20.8% | +47.3% | -26.5% | +5.4% |
| 1Y | +25.0% | +41.5% | -16.5% | +10.4% |
| 3Y | +75.3% | +95.3% | -20.0% | +36.9% |
| 5Y | +105.8% | +108.1% | -2.3% | +54.9% |
| All | +476.5% | +131.1% | +345.4% | +322.1% |
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