+27.1%
V vs ARMK
+46.1%
-19.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -0.5% |
| 7D | -0.8% | +0.9% | -1.7% | -1.0% |
| 30D | +9.5% | -0.4% | +9.9% | +9.4% |
| 3M | +16.7% | -2.0% | +18.6% | +16.6% |
| 6M | +32.9% | +22.0% | +11.0% | +26.8% |
| YTD | +21.1% | +49.6% | -28.5% | +6.9% |
| All | +27.1% | +46.1% | -19.0% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling