+709.8%
ABBV vs ARMK
+350.8%
+358.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.3% |
| 7D | +0.4% | -2.4% | +2.8% | +0.8% |
| 30D | +4.2% | 0.0% | +4.1% | +4.1% |
| 3M | +14.8% | +6.7% | +8.2% | +13.4% |
| 6M | +10.3% | +38.8% | -28.6% | +3.9% |
| YTD | +14.9% | +55.2% | -40.3% | +5.9% |
| 1Y | +24.1% | +46.6% | -22.5% | +15.5% |
| 3Y | +91.9% | +112.9% | -21.0% | +65.2% |
| 5Y | +176.0% | +144.0% | +32.1% | +127.3% |
| 10Y | +502.9% | +132.4% | +370.5% | +397.9% |
| All | +709.8% | +350.8% | +358.9% | +441.9% |
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