+156.4%
ADBE vs ARMK
+134.7%
+21.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.6% |
| 7D | -8.9% | +0.3% | -9.2% | -9.0% |
| 30D | -6.6% | +2.4% | -9.0% | -7.4% |
| 3M | +7.1% | +6.1% | +1.1% | +5.2% |
| 6M | -9.8% | +41.8% | -51.5% | -18.0% |
| YTD | -27.2% | +55.5% | -82.7% | -35.6% |
| 1Y | -28.0% | +49.6% | -77.6% | -35.7% |
| 3Y | -54.5% | +122.8% | -177.3% | -63.7% |
| 5Y | -61.5% | +151.0% | -212.5% | -70.2% |
| 10Y | +156.4% | +138.0% | +18.5% | +116.6% |
| All | +156.4% | +134.7% | +21.7% | +116.6% |
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