+1,210.4%
AAPL vs ARMK
+136.6%
+1,073.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.5% |
| 7D | -2.7% | +1.7% | -4.4% | -3.2% |
| 30D | +1.0% | +3.1% | -2.1% | 0.0% |
| 3M | +5.0% | +9.2% | -4.3% | +2.4% |
| 6M | +23.0% | +43.7% | -20.6% | +11.5% |
| YTD | +16.6% | +57.4% | -40.7% | +3.1% |
| 1Y | +33.4% | +51.9% | -18.4% | +18.8% |
| 3Y | +79.9% | +125.4% | -45.5% | +43.4% |
| 5Y | +109.0% | +149.1% | -40.1% | +62.1% |
| 10Y | +1,210.4% | +135.4% | +1,075.0% | +1,026.2% |
| All | +1,210.4% | +136.6% | +1,073.8% | +1,026.2% |
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