+141.5%
W vs ARMK
+136.6%
+4.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.1% |
| 7D | +6.5% | +1.7% | +4.8% | +5.7% |
| 30D | -6.2% | +3.1% | -9.3% | -7.8% |
| 3M | +48.9% | +9.2% | +39.6% | +42.5% |
| 6M | +31.2% | +43.7% | -12.5% | +10.6% |
| YTD | -0.4% | +57.4% | -57.8% | -19.7% |
| 1Y | +14.8% | +51.9% | -37.0% | -6.3% |
| 3Y | +40.5% | +125.4% | -84.9% | -3.2% |
| 5Y | -62.1% | +149.1% | -211.2% | -74.0% |
| 10Y | +141.5% | +135.4% | +6.1% | +78.5% |
| All | +141.5% | +136.6% | +4.9% | +78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling