+158.5%
AMGN vs ARMK
+106.1%
+52.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -2.2% | +2.8% | -5.0% | -2.6% |
| 30D | +12.1% | -1.8% | +13.9% | +12.3% |
| 3M | +13.6% | -10.9% | +24.5% | +15.7% |
| 6M | +43.9% | +21.2% | +22.7% | +37.8% |
| YTD | +45.9% | +47.0% | -1.1% | +34.5% |
| 1Y | +42.1% | +42.9% | -0.7% | +31.7% |
| 3Y | +91.6% | +95.0% | -3.4% | +66.7% |
| 5Y | +158.5% | +106.2% | +52.3% | +122.0% |
| All | +158.5% | +106.1% | +52.4% | +122.0% |
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