+3.9%
W vs ARMK
+46.1%
-42.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.2% | +0.4% | +3.0% |
| 7D | +3.3% | +0.9% | +2.4% | +2.7% |
| 30D | +10.5% | -0.4% | +10.9% | +10.4% |
| 3M | +9.6% | -2.0% | +11.6% | +9.8% |
| 6M | +76.4% | +22.0% | +54.4% | +57.6% |
| YTD | +16.4% | +49.6% | -33.2% | -4.4% |
| All | +3.9% | +46.1% | -42.2% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling