+30.4%
ANET vs ARMK
+54.5%
-24.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.2% | +2.5% | +4.5% |
| 7D | +3.0% | +3.1% | -0.1% | +1.9% |
| 30D | -5.2% | -2.8% | -2.4% | -4.3% |
| 3M | +27.6% | +7.6% | +20.0% | +24.6% |
| 6M | +44.4% | +47.9% | -3.5% | +28.3% |
| YTD | +52.3% | +60.0% | -7.7% | +35.6% |
| 1Y | +30.4% | +52.2% | -21.8% | +16.3% |
| All | +30.4% | +54.5% | -24.1% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling