+495.7%
ADP vs ARMK
+317.2%
+178.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.7% | -2.4% |
| 7D | +3.2% | -2.6% | +5.9% | +3.8% |
| 30D | +14.9% | -5.2% | +20.1% | +16.1% |
| 3M | +11.6% | -6.5% | +18.1% | +12.9% |
| 6M | +48.5% | +15.3% | +33.2% | +41.4% |
| YTD | +20.6% | +43.6% | -23.0% | +7.6% |
| 1Y | +23.7% | +42.1% | -18.4% | +10.6% |
| 3Y | +47.8% | +94.0% | -46.2% | +19.2% |
| 5Y | +47.7% | +96.3% | -48.5% | +16.8% |
| 10Y | +324.0% | +126.7% | +197.3% | +212.8% |
| All | +495.7% | +317.2% | +178.5% | +295.2% |
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