+153.1%
AMAT vs ARMK
+100.8%
+52.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +1.0% |
| 7D | -2.5% | -0.7% | -1.7% | -1.9% |
| 30D | -26.5% | -1.3% | -25.2% | -25.7% |
| 3M | -28.6% | -2.5% | -26.1% | -27.7% |
| 6M | -14.2% | +20.8% | -35.0% | -21.8% |
| YTD | +45.5% | +48.2% | -2.7% | +20.0% |
| 1Y | +59.3% | +45.7% | +13.6% | +32.1% |
| 3Y | +153.1% | +96.6% | +56.5% | +86.8% |
| All | +153.1% | +100.8% | +52.3% | +86.8% |
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 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