+1,745.3%
AAPL vs ARMK
+350.8%
+1,394.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | +0.1% | -2.4% | +2.5% | +0.7% |
| 30D | +3.0% | 0.0% | +3.0% | +2.8% |
| 3M | +2.9% | +6.7% | -3.8% | +1.0% |
| 6M | +22.1% | +38.8% | -16.7% | +11.6% |
| YTD | +18.0% | +55.2% | -37.2% | +4.7% |
| 1Y | +33.9% | +46.6% | -12.7% | +20.4% |
| 3Y | +71.2% | +112.9% | -41.7% | +38.4% |
| 5Y | +112.6% | +144.0% | -31.4% | +65.6% |
| 10Y | +1,198.8% | +132.4% | +1,066.4% | +932.4% |
| All | +1,745.3% | +350.8% | +1,394.5% | +1,302.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling