+140.4%
AKAM vs ARMK
+350.8%
-210.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -2.1% | -2.4% | +0.3% | -1.7% |
| 30D | -13.9% | 0.0% | -14.0% | -14.0% |
| 3M | -33.8% | +6.7% | -40.5% | -34.5% |
| 6M | +2.2% | +38.8% | -36.6% | -3.0% |
| YTD | +20.6% | +55.2% | -34.6% | +12.3% |
| 1Y | +36.3% | +46.6% | -10.3% | +28.0% |
| 3Y | -0.1% | +112.9% | -113.0% | -11.3% |
| 5Y | -7.5% | +144.0% | -151.5% | -19.6% |
| 10Y | +90.2% | +132.4% | -42.3% | +87.6% |
| All | +140.4% | +350.8% | -210.4% | +96.4% |
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