+91.3%
AKAM vs ARMK
+330.5%
-239.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.4% |
| 7D | -3.3% | -0.7% | -2.5% | -3.1% |
| 30D | -21.7% | -1.3% | -20.4% | -21.6% |
| 3M | -28.8% | -2.5% | -26.4% | -28.6% |
| 6M | -43.3% | +20.8% | -64.1% | -45.0% |
| YTD | -4.1% | +48.2% | -52.2% | -10.0% |
| 1Y | -3.9% | +45.7% | -49.6% | -9.7% |
| 3Y | -24.4% | +96.6% | -121.0% | -32.1% |
| 5Y | -23.8% | +106.6% | -130.3% | -32.5% |
| 10Y | +26.4% | +132.6% | -106.2% | +22.8% |
| All | +91.3% | +330.5% | -239.2% | +57.4% |
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