+289.0%
ABT vs ARMK
+327.1%
-38.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -5.4% | +2.8% | -8.2% | -5.8% |
| 30D | +8.0% | -1.8% | +9.8% | +8.1% |
| 3M | +0.2% | -10.9% | +11.1% | +1.8% |
| 6M | +34.1% | +21.2% | +12.9% | +29.5% |
| YTD | -10.6% | +47.0% | -57.6% | -16.5% |
| 1Y | -11.8% | +42.9% | -54.7% | -17.2% |
| 3Y | +23.9% | +95.0% | -71.1% | +9.4% |
| 5Y | -5.1% | +106.2% | -111.4% | -17.9% |
| 10Y | +228.6% | +131.6% | +97.0% | +191.5% |
| All | +289.0% | +327.1% | -38.1% | +208.5% |
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