-54.2%
W vs ARMK
+96.3%
-150.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.5% | -5.9% | -5.3% |
| 7D | -3.6% | -2.6% | -1.0% | -1.9% |
| 30D | +7.0% | -5.2% | +12.2% | +11.0% |
| 3M | +7.4% | -6.5% | +13.9% | +11.7% |
| 6M | +69.3% | +15.3% | +54.0% | +44.0% |
| YTD | +11.3% | +43.6% | -32.3% | -23.9% |
| 1Y | +13.2% | +42.1% | -28.8% | -22.0% |
| 3Y | +142.0% | +94.0% | +48.0% | +12.2% |
| All | -54.2% | +96.3% | -150.5% | -82.0% |
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 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