+25.2%
ABNB vs ARMK
+110.1%
-84.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +6.5% | +7.1% | -0.7% | +2.8% |
| 30D | +9.4% | -1.6% | +11.0% | +9.9% |
| 3M | +0.6% | -10.5% | +11.1% | +6.1% |
| 6M | +33.7% | +11.8% | +21.9% | +24.1% |
| YTD | +33.5% | +47.3% | -13.8% | +5.2% |
| 1Y | +48.8% | +41.5% | +7.4% | +20.0% |
| 3Y | +53.3% | +95.3% | -42.0% | -2.8% |
| 5Y | -12.3% | +108.1% | -120.5% | -49.7% |
| All | +25.2% | +110.1% | -84.9% | -27.1% |
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