+215.4%
ADSK vs ARMK
+146.1%
+69.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.7% |
| 7D | -2.5% | +3.1% | -5.6% | -3.6% |
| 30D | -14.9% | -2.8% | -12.1% | -14.1% |
| 3M | +3.3% | +7.6% | -4.3% | +0.4% |
| 6M | -15.7% | +47.9% | -63.6% | -27.0% |
| YTD | -28.2% | +60.0% | -88.3% | -39.7% |
| 1Y | -34.5% | +52.2% | -86.8% | -44.1% |
| 3Y | -2.9% | +131.4% | -134.3% | -29.2% |
| 5Y | -25.3% | +163.2% | -188.5% | -47.7% |
| All | +215.4% | +146.1% | +69.3% | +128.8% |
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