+283.3%
ABT vs ARMK
+350.8%
-67.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -3.7% | -2.4% | -1.3% | -3.3% |
| 30D | +2.5% | 0.0% | +2.5% | +2.4% |
| 3M | +20.2% | +6.7% | +13.5% | +18.8% |
| 6M | -2.9% | +38.8% | -41.7% | -8.2% |
| YTD | -11.9% | +55.2% | -67.1% | -18.2% |
| 1Y | -16.5% | +46.6% | -63.2% | -21.9% |
| 3Y | +12.1% | +112.9% | -100.8% | -2.2% |
| 5Y | -7.4% | +144.0% | -151.4% | -21.7% |
| 10Y | +210.7% | +132.4% | +78.3% | +179.1% |
| All | +283.3% | +350.8% | -67.6% | +202.0% |
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 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