+108.0%
AMGN vs ARMK
+148.1%
-40.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.4% | -11.5% | -10.3% |
| 7D | -10.3% | +1.7% | -12.0% | -10.5% |
| 30D | -3.8% | +3.1% | -6.9% | -4.4% |
| 3M | +14.4% | +9.2% | +5.2% | +12.4% |
| 6M | +7.8% | +43.7% | -35.8% | +0.5% |
| YTD | +22.6% | +57.4% | -34.8% | +12.2% |
| 1Y | +44.2% | +51.9% | -7.6% | +32.7% |
| 3Y | +65.8% | +125.4% | -59.6% | +41.8% |
| 5Y | +108.0% | +149.1% | -41.1% | +73.6% |
| All | +108.0% | +148.1% | -40.2% | +73.6% |
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 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