+1,306.6%
AAPL vs ARMK
+125.8%
+1,180.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | +5.0% | -0.7% | +5.7% | +5.1% |
| 30D | +3.5% | -1.3% | +4.8% | +3.6% |
| 3M | +13.1% | -2.5% | +15.5% | +13.2% |
| 6M | +19.0% | +20.8% | -1.8% | +12.5% |
| YTD | +28.5% | +48.2% | -19.6% | +15.1% |
| 1Y | +29.7% | +45.7% | -16.0% | +16.5% |
| 3Y | +89.2% | +96.6% | -7.3% | +56.0% |
| 5Y | +141.2% | +106.6% | +34.6% | +94.5% |
| 10Y | +1,306.6% | +132.6% | +1,174.0% | +1,109.9% |
| All | +1,306.6% | +125.8% | +1,180.8% | +1,109.9% |
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