+1,111.0%
AMAT vs ARMK
+114.2%
+996.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.9% | -9.7% | -11.9% |
| 7D | -24.3% | -10.2% | -14.1% | -20.5% |
| 30D | -39.8% | -9.3% | -30.5% | -37.0% |
| 3M | -40.2% | -11.4% | -28.8% | -37.0% |
| 6M | -22.1% | +11.6% | -33.7% | -25.9% |
| YTD | +24.7% | +37.5% | -12.8% | +8.5% |
| 1Y | +33.3% | +34.9% | -1.6% | +16.6% |
| 3Y | +133.9% | +83.4% | +50.4% | +77.8% |
| 5Y | +117.1% | +87.9% | +29.2% | +62.3% |
| All | +1,111.0% | +114.2% | +996.9% | +832.8% |
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