+129.2%
ADBE vs ARMK
+130.7%
-1.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -4.4% | +2.8% | -7.2% | -5.1% |
| 30D | -0.2% | -1.8% | +1.5% | -0.2% |
| 3M | -9.9% | -10.9% | +1.0% | -7.8% |
| 6M | -3.5% | +21.2% | -24.7% | -8.9% |
| YTD | -32.1% | +47.0% | -79.1% | -39.3% |
| 1Y | -28.7% | +42.9% | -71.6% | -35.8% |
| 3Y | -60.2% | +95.0% | -155.2% | -67.2% |
| 5Y | -63.1% | +106.2% | -169.3% | -70.2% |
| 10Y | +129.2% | +131.6% | -2.4% | +93.8% |
| All | +129.2% | +130.7% | -1.6% | +93.8% |
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