-25.6%
ADSK vs ARMK
+147.8%
-173.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -10.9% | -0.9% | -10.0% | -10.5% |
| 30D | -15.9% | -5.9% | -9.9% | -13.5% |
| 3M | -4.4% | +6.7% | -11.1% | -8.0% |
| 6M | -16.6% | +42.5% | -59.2% | -31.3% |
| YTD | -28.5% | +55.1% | -83.6% | -43.9% |
| 1Y | -34.6% | +50.3% | -85.0% | -48.0% |
| 3Y | -3.5% | +122.2% | -125.6% | -41.1% |
| 5Y | -25.6% | +155.2% | -180.8% | -58.2% |
| All | -25.6% | +147.8% | -173.4% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling