+85.2%
ABBV vs ARMK
+125.3%
-40.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.2% |
| 7D | -4.3% | +1.7% | -6.0% | -4.5% |
| 30D | +1.1% | +3.1% | -2.0% | +0.6% |
| 3M | +12.3% | +9.2% | +3.1% | +11.0% |
| 6M | +9.8% | +43.7% | -33.9% | +4.7% |
| YTD | +11.5% | +57.4% | -45.9% | +4.6% |
| 1Y | +22.3% | +51.9% | -29.6% | +15.3% |
| 3Y | +85.2% | +125.4% | -40.2% | +65.3% |
| All | +85.2% | +125.3% | -40.1% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling