+584.9%
XYZ vs ARMK
+131.4%
+453.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | -1.1% | +2.7% | -3.7% | -2.3% |
| 30D | +11.5% | -1.5% | +13.0% | +11.6% |
| 3M | +1.8% | -11.6% | +13.4% | +7.3% |
| 6M | +21.2% | +6.7% | +14.5% | +16.0% |
| YTD | +29.9% | +47.4% | -17.5% | +5.3% |
| 1Y | +35.8% | +41.5% | -5.7% | +12.1% |
| 3Y | +62.6% | +95.5% | -32.9% | +13.1% |
| 5Y | -62.8% | +108.4% | -171.2% | -74.2% |
| All | +584.9% | +131.4% | +453.5% | +392.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling