+216.6%
AMGN vs ARMK
+134.7%
+81.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | -11.6% | +0.3% | -12.0% | -11.7% |
| 30D | -5.7% | +2.4% | -8.0% | -6.0% |
| 3M | +14.2% | +6.1% | +8.2% | +13.3% |
| 6M | +5.2% | +41.8% | -36.6% | +0.5% |
| YTD | +22.0% | +55.5% | -33.6% | +15.1% |
| 1Y | +43.6% | +49.6% | -6.0% | +36.1% |
| 3Y | +65.0% | +122.8% | -57.8% | +48.7% |
| 5Y | +112.0% | +151.0% | -38.9% | +87.2% |
| 10Y | +216.6% | +137.9% | +78.6% | +211.6% |
| All | +216.6% | +134.7% | +81.8% | +211.6% |
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