+127.4%
ADBE vs ARMK
+125.8%
+1.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | 0.0% |
| 7D | -3.8% | -0.7% | -3.1% | -3.8% |
| 30D | -2.3% | -1.3% | -1.0% | -2.3% |
| 3M | -13.3% | -2.5% | -10.8% | -13.3% |
| 6M | -6.5% | +20.8% | -27.3% | -11.7% |
| YTD | -32.4% | +48.2% | -80.6% | -39.7% |
| 1Y | -28.0% | +45.7% | -73.8% | -35.5% |
| 3Y | -60.4% | +96.6% | -156.9% | -67.4% |
| 5Y | -63.4% | +106.6% | -170.0% | -70.5% |
| 10Y | +127.4% | +132.6% | -5.1% | +91.9% |
| All | +127.4% | +125.8% | +1.6% | +91.9% |
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