+1,587.5%
AMAT vs ARMK
+131.6%
+1,455.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.7% |
| 7D | -1.5% | -2.4% | +0.9% | -0.5% |
| 30D | -14.8% | 0.0% | -14.8% | -15.1% |
| 3M | -9.3% | +6.7% | -15.9% | -12.0% |
| 6M | +27.4% | +38.8% | -11.4% | +10.1% |
| YTD | +77.6% | +55.2% | +22.4% | +46.2% |
| 1Y | +188.9% | +46.6% | +142.3% | +142.9% |
| 3Y | +202.3% | +112.9% | +89.4% | +114.4% |
| 5Y | +248.9% | +144.0% | +104.9% | +133.8% |
| All | +1,587.5% | +131.6% | +1,455.9% | +1,160.0% |
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