+590.1%
ABBV vs ARMK
+125.8%
+464.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.3% |
| 7D | +2.8% | -0.7% | +3.5% | +2.8% |
| 30D | +7.0% | -1.3% | +8.3% | +7.0% |
| 3M | +19.2% | -2.5% | +21.7% | +19.4% |
| 6M | +47.8% | +20.8% | +27.0% | +43.1% |
| YTD | +32.5% | +48.2% | -15.7% | +24.0% |
| 1Y | +38.4% | +45.7% | -7.3% | +29.8% |
| 3Y | +134.3% | +96.6% | +37.7% | +107.8% |
| 5Y | +200.6% | +106.6% | +94.1% | +160.7% |
| 10Y | +590.1% | +132.6% | +457.6% | +508.3% |
| All | +590.1% | +125.8% | +464.3% | +508.3% |
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