-5.5%
ADSK vs ARMK
+121.1%
-126.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -2.3% |
| 7D | -14.5% | +0.3% | -14.9% | -14.6% |
| 30D | -19.3% | +2.4% | -21.7% | -20.1% |
| 3M | -7.8% | +6.1% | -13.8% | -9.9% |
| 6M | -20.8% | +41.8% | -62.5% | -30.7% |
| YTD | -30.2% | +55.5% | -85.7% | -41.2% |
| 1Y | -36.5% | +49.6% | -86.0% | -45.8% |
| All | -5.5% | +121.1% | -126.7% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling