-64.8%
Z vs ARMK
+144.6%
-209.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.7% |
| 7D | -3.0% | -2.4% | -0.6% | -1.8% |
| 30D | -4.2% | 0.0% | -4.2% | -4.5% |
| 3M | -3.7% | +6.7% | -10.4% | -7.5% |
| 6M | -24.5% | +38.8% | -63.3% | -37.8% |
| YTD | -49.3% | +55.2% | -104.5% | -61.1% |
| 1Y | -58.7% | +46.6% | -105.3% | -67.4% |
| 3Y | -34.1% | +112.9% | -147.0% | -60.3% |
| All | -64.8% | +144.6% | -209.4% | -81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling