+393.6%
ADBE vs ARMK
+350.8%
+42.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.9% | -6.5% |
| 7D | -8.6% | -2.4% | -6.2% | -8.0% |
| 30D | +2.8% | 0.0% | +2.8% | +2.5% |
| 3M | +3.1% | +6.7% | -3.5% | +1.0% |
| 6M | -2.4% | +38.8% | -41.2% | -11.4% |
| YTD | -23.9% | +55.2% | -79.0% | -33.2% |
| 1Y | -22.6% | +46.6% | -69.2% | -31.0% |
| 3Y | -52.7% | +112.9% | -165.6% | -62.4% |
| 5Y | -60.0% | +144.0% | -204.0% | -69.5% |
| 10Y | +157.3% | +132.4% | +24.9% | +99.4% |
| All | +393.6% | +350.8% | +42.8% | +182.3% |
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