-22.5%
WY vs ARMK
+121.1%
-143.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.1% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | -9.9% | +2.4% | -12.2% | -10.6% |
| 3M | -7.5% | +6.1% | -13.6% | -9.4% |
| 6M | -5.1% | +41.8% | -46.9% | -15.3% |
| YTD | -2.1% | +55.5% | -57.6% | -15.4% |
| 1Y | -7.3% | +49.6% | -56.9% | -19.0% |
| All | -22.5% | +121.1% | -143.6% | -40.9% |
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