+203.0%
AMAT vs ARMK
+114.7%
+88.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -12.3% |
| 6M | +27.4% | +38.8% | -11.4% | +8.2% |
| YTD | +77.6% | +55.2% | +22.4% | +42.6% |
| 1Y | +188.9% | +46.6% | +142.3% | +137.9% |
| All | +203.0% | +114.7% | +88.3% | +107.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling