-34.5%
ADSK vs ARMK
+54.5%
-89.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.1% |
| 7D | -2.5% | +3.1% | -5.6% | -3.0% |
| 30D | -14.9% | -2.8% | -12.1% | -14.6% |
| 3M | +3.3% | +7.6% | -4.3% | +1.8% |
| 6M | -15.7% | +47.9% | -63.6% | -23.5% |
| YTD | -28.2% | +60.0% | -88.3% | -36.7% |
| 1Y | -34.5% | +52.2% | -86.8% | -41.1% |
| All | -34.5% | +54.5% | -89.1% | -41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling