+77.6%
V vs ARMK
+91.9%
-14.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.4% | -0.9% |
| 7D | +2.2% | -2.6% | +4.8% | +2.7% |
| 30D | +13.6% | -5.2% | +18.8% | +14.6% |
| 3M | +14.3% | -6.5% | +20.8% | +15.5% |
| 6M | +33.1% | +15.3% | +17.8% | +27.5% |
| YTD | +21.2% | +43.6% | -22.4% | +9.2% |
| 1Y | +26.4% | +42.1% | -15.6% | +14.1% |
| 3Y | +77.6% | +94.0% | -16.4% | +51.7% |
| All | +77.6% | +91.9% | -14.4% | +51.7% |
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 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