-9.9%
ABT vs ARMK
+148.1%
-158.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.9% |
| 7D | -3.1% | +1.7% | -4.8% | -3.5% |
| 30D | -2.1% | +3.1% | -5.2% | -2.9% |
| 3M | +17.4% | +9.2% | +8.2% | +15.1% |
| 6M | -2.4% | +43.7% | -46.1% | -10.0% |
| YTD | -14.2% | +57.4% | -71.6% | -22.5% |
| 1Y | -18.3% | +51.9% | -70.2% | -25.8% |
| 3Y | +11.5% | +125.4% | -113.9% | -9.7% |
| 5Y | -9.9% | +149.1% | -159.0% | -30.0% |
| All | -9.9% | +148.1% | -158.0% | -30.0% |
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