+30.5%
AKAM vs ARMK
+131.4%
-100.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | +2.8% | +2.7% | +0.1% | +2.4% |
| 30D | -6.9% | -1.5% | -5.4% | -6.7% |
| 3M | -31.8% | -11.6% | -20.3% | -30.8% |
| 6M | -47.0% | +6.7% | -53.7% | -47.4% |
| YTD | -2.1% | +47.4% | -49.5% | -6.8% |
| 1Y | -3.7% | +41.5% | -45.2% | -7.8% |
| 3Y | -23.0% | +95.5% | -118.6% | -28.8% |
| 5Y | -23.4% | +108.4% | -131.8% | -30.0% |
| All | +30.5% | +131.4% | -100.9% | +42.1% |
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