-19.0%
ADSK vs ARMK
+106.7%
-125.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +1.0% | +2.7% | -1.6% | -0.2% |
| 30D | +14.4% | -1.5% | +15.9% | +14.3% |
| 3M | +2.5% | -11.6% | +14.1% | +7.8% |
| 6M | +14.5% | +6.7% | +7.7% | +8.8% |
| YTD | -10.7% | +47.4% | -58.1% | -29.5% |
| 1Y | -11.0% | +41.5% | -52.5% | -28.2% |
| 3Y | +25.9% | +95.5% | -69.7% | -19.7% |
| All | -19.0% | +106.7% | -125.7% | -53.7% |
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 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