+1,162.1%
AMAT vs ARMK
+123.7%
+1,038.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.5% | -0.2% | +2.3% |
| 7D | -14.7% | -2.6% | -12.1% | -13.5% |
| 30D | -36.1% | -5.2% | -30.9% | -34.4% |
| 3M | -36.9% | -6.5% | -30.3% | -35.0% |
| 6M | -22.2% | +15.3% | -37.5% | -27.0% |
| YTD | +29.9% | +43.6% | -13.7% | +11.0% |
| 1Y | +43.3% | +42.1% | +1.2% | +22.6% |
| 3Y | +142.7% | +94.0% | +48.7% | +80.1% |
| 5Y | +126.2% | +96.3% | +30.0% | +66.0% |
| All | +1,162.1% | +123.7% | +1,038.4% | +854.3% |
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