-18.4%
Z vs ARMK
+83.8%
-102.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -3.9% | -6.8% | -9.4% |
| 7D | -2.3% | -10.2% | +8.0% | +1.1% |
| 30D | +9.4% | -9.3% | +18.6% | +12.4% |
| 3M | -16.1% | -11.4% | -4.7% | -13.2% |
| 6M | -30.4% | +11.6% | -42.0% | -34.1% |
| YTD | -55.6% | +37.5% | -93.1% | -61.6% |
| 1Y | -58.5% | +34.9% | -93.4% | -63.9% |
| All | -18.4% | +83.8% | -102.1% | -31.5% |
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