+3,847.4%
ANET vs ARMK
+146.1%
+3,701.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.2% | +2.5% | +4.6% |
| 7D | +3.0% | +3.1% | -0.1% | +2.1% |
| 30D | -5.2% | -2.8% | -2.4% | -4.3% |
| 3M | +27.6% | +7.6% | +20.0% | +24.7% |
| 6M | +44.4% | +47.9% | -3.5% | +27.7% |
| YTD | +52.3% | +60.0% | -7.7% | +31.2% |
| 1Y | +30.4% | +52.2% | -21.8% | +13.8% |
| 3Y | +313.3% | +131.4% | +181.8% | +216.5% |
| 5Y | +810.0% | +163.2% | +646.8% | +572.1% |
| All | +3,847.4% | +146.1% | +3,701.3% | +3,136.5% |
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 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