+29.2%
ABNB vs ARMK
+111.4%
-82.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.3% |
| 7D | +11.9% | -0.7% | +12.7% | +12.2% |
| 30D | +12.7% | -1.3% | +14.0% | +13.0% |
| 3M | +1.2% | -2.5% | +3.7% | +1.7% |
| 6M | +32.1% | +20.8% | +11.3% | +17.1% |
| YTD | +37.7% | +48.2% | -10.5% | +8.2% |
| 1Y | +55.5% | +45.7% | +9.8% | +23.3% |
| 3Y | +58.2% | +96.6% | -38.4% | 0.0% |
| 5Y | -2.8% | +106.6% | -109.3% | -44.3% |
| All | +29.2% | +111.4% | -82.3% | -25.1% |
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