+142.0%
W vs ARMK
+91.9%
+50.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.5% | -5.9% | -4.0% |
| 7D | -3.6% | -2.6% | -1.0% | -2.5% |
| 30D | +7.0% | -5.2% | +12.2% | +9.8% |
| 3M | +7.4% | -6.5% | +13.9% | +10.5% |
| 6M | +69.3% | +15.3% | +54.0% | +51.8% |
| YTD | +11.3% | +43.6% | -32.3% | -14.1% |
| 1Y | +13.2% | +42.1% | -28.8% | -12.0% |
| 3Y | +142.0% | +94.0% | +48.0% | +62.1% |
| All | +142.0% | +91.9% | +50.1% | +62.1% |
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