-15.6%
Z vs ARMK
+131.4%
-147.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.4% |
| 7D | +0.8% | +2.7% | -1.8% | -0.1% |
| 30D | +5.2% | -1.5% | +6.7% | +5.3% |
| 3M | -17.0% | -11.6% | -5.5% | -13.4% |
| 6M | -22.7% | +6.7% | -29.4% | -25.2% |
| YTD | -56.3% | +47.4% | -103.7% | -63.2% |
| 1Y | -57.7% | +41.5% | -99.1% | -63.8% |
| 3Y | -16.5% | +95.5% | -112.1% | -38.1% |
| 5Y | -53.4% | +108.4% | -161.8% | -66.4% |
| All | -15.6% | +131.4% | -147.0% | -46.3% |
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