+108.3%
V vs ARMK
+106.7%
+1.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.9% | +2.7% | -1.7% | 0.0% |
| 30D | +9.0% | -1.5% | +10.5% | +9.1% |
| 3M | +16.7% | -11.6% | +28.3% | +21.0% |
| 6M | +33.4% | +6.7% | +26.7% | +29.3% |
| YTD | +22.4% | +47.4% | -25.1% | +4.9% |
| 1Y | +27.7% | +41.5% | -13.8% | +11.1% |
| 3Y | +78.0% | +95.5% | -17.6% | +32.4% |
| All | +108.3% | +106.7% | +1.6% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling