+56.4%
V vs ARMK
+114.7%
-58.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -1.7% | -2.4% | +0.7% | -1.2% |
| 30D | +2.0% | 0.0% | +1.9% | +1.8% |
| 3M | +17.4% | +6.7% | +10.7% | +15.3% |
| 6M | +17.5% | +38.8% | -21.3% | +7.7% |
| YTD | +7.6% | +55.2% | -47.6% | -4.4% |
| 1Y | +7.7% | +46.6% | -38.9% | -2.9% |
| All | +56.4% | +114.7% | -58.3% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling