+707.4%
V vs ARMK
+350.8%
+356.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -1.7% | -2.4% | +0.7% | -1.0% |
| 30D | +2.0% | 0.0% | +1.9% | +1.8% |
| 3M | +17.4% | +6.7% | +10.7% | +14.6% |
| 6M | +17.5% | +38.8% | -21.3% | +4.8% |
| YTD | +7.6% | +55.2% | -47.6% | -7.7% |
| 1Y | +7.7% | +46.6% | -38.9% | -6.0% |
| 3Y | +54.7% | +112.9% | -58.2% | +16.7% |
| 5Y | +73.0% | +144.0% | -70.9% | +22.9% |
| 10Y | +390.9% | +132.4% | +258.4% | +240.5% |
| All | +707.4% | +350.8% | +356.5% | +374.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling