-53.7%
Z vs ARMK
+106.1%
-159.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.1% |
| 7D | -13.1% | +2.8% | -15.9% | -14.2% |
| 30D | +5.9% | -1.8% | +7.6% | +6.1% |
| 3M | -13.7% | -10.9% | -2.8% | -8.8% |
| 6M | -27.1% | +21.2% | -48.4% | -36.0% |
| YTD | -56.8% | +47.0% | -103.8% | -66.6% |
| 1Y | -60.2% | +42.9% | -103.1% | -68.7% |
| 3Y | -19.7% | +95.0% | -114.7% | -50.8% |
| 5Y | -53.7% | +106.2% | -159.9% | -75.1% |
| All | -53.7% | +106.1% | -159.8% | -75.1% |
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