+196.2%
W vs ARMK
+225.0%
-28.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.5% | -5.9% | -3.5% |
| 7D | -3.6% | -2.6% | -1.0% | -2.7% |
| 30D | +7.0% | -5.2% | +12.2% | +9.2% |
| 3M | +7.4% | -6.5% | +13.9% | +9.9% |
| 6M | +69.3% | +15.3% | +54.0% | +56.9% |
| YTD | +11.3% | +43.6% | -32.3% | -7.0% |
| 1Y | +13.2% | +42.1% | -28.8% | -4.9% |
| 3Y | +142.0% | +94.0% | +48.0% | +76.6% |
| 5Y | -54.6% | +96.3% | -150.9% | -66.3% |
| 10Y | +243.7% | +126.7% | +117.0% | +133.4% |
| All | +196.2% | +225.0% | -28.7% | +55.4% |
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