+0.9%
AKAM vs ARMK
+125.3%
-124.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.1% |
| 7D | -0.8% | +1.7% | -2.5% | -1.3% |
| 30D | -4.5% | +3.1% | -7.6% | -5.4% |
| 3M | -25.6% | +9.2% | -34.8% | -27.6% |
| 6M | +5.7% | +43.7% | -37.9% | -5.6% |
| YTD | +21.0% | +57.4% | -36.3% | +3.8% |
| 1Y | +33.9% | +51.9% | -18.0% | +16.1% |
| 3Y | +0.9% | +125.4% | -124.5% | -20.9% |
| All | +0.9% | +125.3% | -124.4% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling