+602.6%
ABBV vs ARMK
+130.7%
+471.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +0.1% | +2.8% | -2.7% | -0.4% |
| 30D | +5.6% | -1.8% | +7.3% | +5.7% |
| 3M | +18.7% | -10.9% | +29.5% | +20.5% |
| 6M | +47.4% | +21.2% | +26.2% | +42.6% |
| YTD | +33.0% | +47.0% | -14.0% | +24.6% |
| 1Y | +34.9% | +42.9% | -7.9% | +26.9% |
| 3Y | +135.2% | +95.0% | +40.2% | +108.9% |
| 5Y | +202.1% | +106.2% | +95.8% | +162.0% |
| 10Y | +602.6% | +131.6% | +471.0% | +520.2% |
| All | +602.6% | +130.7% | +471.8% | +520.2% |
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