+199.8%
ABBV vs ARMK
+96.3%
+103.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.5% | -3.4% | +0.6% |
| 7D | -1.2% | -2.6% | +1.4% | -1.0% |
| 30D | +8.0% | -5.2% | +13.2% | +8.5% |
| 3M | +20.2% | -6.5% | +26.7% | +20.8% |
| 6M | +44.0% | +15.3% | +28.7% | +41.2% |
| YTD | +31.3% | +43.6% | -12.3% | +25.2% |
| 1Y | +37.0% | +42.1% | -5.1% | +30.8% |
| 3Y | +128.0% | +94.0% | +34.0% | +109.0% |
| All | +199.8% | +96.3% | +103.5% | +176.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling