+84.4%
AMGN vs ARMK
+122.1%
-37.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | +1.1% | -2.4% | +3.5% | +1.6% |
| 30D | +7.8% | 0.0% | +7.8% | +7.7% |
| 3M | +27.3% | +6.7% | +20.6% | +25.2% |
| 6M | +16.8% | +38.8% | -22.0% | +7.9% |
| YTD | +36.3% | +55.2% | -18.9% | +22.5% |
| 1Y | +60.4% | +46.6% | +13.8% | +45.9% |
| All | +84.4% | +122.1% | -37.8% | +48.5% |
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 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