+316.1%
ADP vs ARMK
+125.8%
+190.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.1% | +1.4% |
| 7D | +3.2% | -0.7% | +3.9% | +3.2% |
| 30D | +12.8% | -1.3% | +14.1% | +12.7% |
| 3M | +12.3% | -2.5% | +14.8% | +12.3% |
| 6M | +45.4% | +20.8% | +24.6% | +36.9% |
| YTD | +21.4% | +48.2% | -26.8% | +7.6% |
| 1Y | +23.7% | +45.7% | -22.0% | +10.1% |
| 3Y | +43.6% | +96.6% | -52.9% | +15.9% |
| 5Y | +48.7% | +106.6% | -57.9% | +16.4% |
| 10Y | +316.1% | +132.6% | +183.5% | +220.1% |
| All | +316.1% | +125.8% | +190.3% | +220.1% |
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