+441.7%
ADP vs ARMK
+350.8%
+90.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.8% |
| 7D | -3.4% | -2.4% | -1.0% | -2.8% |
| 30D | +2.8% | 0.0% | +2.8% | +2.6% |
| 3M | +20.9% | +6.7% | +14.3% | +18.5% |
| 6M | +29.9% | +38.8% | -8.9% | +17.7% |
| YTD | +9.6% | +55.2% | -45.5% | -3.8% |
| 1Y | -5.3% | +46.6% | -51.9% | -15.7% |
| 3Y | +16.5% | +112.9% | -96.4% | -8.1% |
| 5Y | +49.4% | +144.0% | -94.6% | +11.6% |
| 10Y | +282.2% | +132.4% | +149.8% | +182.1% |
| All | +441.7% | +350.8% | +90.9% | +253.4% |
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