+101.8%
AKAM vs ARMK
+138.5%
-36.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | +0.6% | -0.9% | +1.5% | +0.7% |
| 30D | -8.2% | -5.9% | -2.2% | -7.5% |
| 3M | -17.6% | +6.7% | -24.3% | -18.3% |
| 6M | +2.5% | +42.5% | -40.0% | -1.8% |
| YTD | +22.8% | +55.1% | -32.3% | +16.1% |
| 1Y | +39.6% | +50.3% | -10.7% | +32.5% |
| 3Y | +2.3% | +122.2% | -119.8% | -6.8% |
| 5Y | -4.3% | +155.2% | -159.5% | -13.7% |
| All | +101.8% | +138.5% | -36.7% | +120.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling