+378.8%
ADSK vs ARMK
+350.8%
+28.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.9% | -7.4% | -8.0% |
| 7D | -16.4% | -2.4% | -14.0% | -15.7% |
| 30D | -9.2% | 0.0% | -9.2% | -9.5% |
| 3M | -6.7% | +6.7% | -13.4% | -9.2% |
| 6M | -15.5% | +38.8% | -54.3% | -25.6% |
| YTD | -26.4% | +55.2% | -81.6% | -37.8% |
| 1Y | -31.9% | +46.6% | -78.5% | -41.4% |
| 3Y | -1.0% | +112.9% | -113.9% | -26.6% |
| 5Y | -24.5% | +144.0% | -168.5% | -46.7% |
| 10Y | +220.4% | +132.4% | +88.0% | +122.9% |
| All | +378.8% | +350.8% | +28.0% | +167.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling