+247.2%
AMAT vs ARMK
+144.6%
+102.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.8% |
| 7D | -1.5% | -2.4% | +0.9% | -0.2% |
| 30D | -14.8% | 0.0% | -14.8% | -15.2% |
| 3M | -9.3% | +6.7% | -15.9% | -12.9% |
| 6M | +27.4% | +38.8% | -11.4% | +4.5% |
| YTD | +77.6% | +55.2% | +22.4% | +36.0% |
| 1Y | +188.9% | +46.6% | +142.3% | +127.8% |
| 3Y | +202.3% | +112.9% | +89.4% | +83.1% |
| All | +247.2% | +144.6% | +102.6% | +91.5% |
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