+91.0%
AMGN vs ARMK
+96.6%
-5.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.1% | +2.7% | -1.5% | +0.7% |
| 30D | +9.3% | -1.5% | +10.8% | +9.4% |
| 3M | +12.1% | -11.6% | +23.7% | +14.4% |
| 6M | +40.3% | +6.7% | +33.5% | +37.3% |
| YTD | +45.2% | +47.4% | -2.2% | +32.1% |
| 1Y | +42.4% | +41.5% | +1.0% | +30.7% |
| 3Y | +91.0% | +95.5% | -4.5% | +63.6% |
| All | +91.0% | +96.6% | -5.6% | +63.6% |
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 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