+117.1%
AMAT vs ARMK
+90.4%
+26.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.9% | -9.7% | -11.3% |
| 7D | -24.3% | -10.2% | -14.1% | -19.0% |
| 30D | -39.8% | -9.3% | -30.5% | -35.9% |
| 3M | -40.2% | -11.4% | -28.8% | -35.8% |
| 6M | -22.1% | +11.6% | -33.7% | -27.5% |
| YTD | +24.7% | +37.5% | -12.8% | +2.1% |
| 1Y | +33.3% | +34.9% | -1.6% | +9.9% |
| 3Y | +133.9% | +83.4% | +50.4% | +52.6% |
| 5Y | +117.1% | +87.9% | +29.2% | +21.3% |
| All | +117.1% | +90.4% | +26.7% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling