+5,512.5%
ANET vs ARMK
+240.8%
+5,271.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.7% |
| 7D | +3.7% | +0.3% | +3.3% | +3.6% |
| 30D | +0.7% | +2.4% | -1.6% | -0.1% |
| 3M | +26.8% | +6.1% | +20.7% | +24.3% |
| 6M | +40.7% | +41.8% | -1.1% | +25.8% |
| YTD | +47.2% | +55.5% | -8.3% | +27.6% |
| 1Y | +36.0% | +49.6% | -13.6% | +19.0% |
| 3Y | +292.8% | +122.8% | +170.0% | +202.6% |
| 5Y | +761.9% | +151.0% | +610.9% | +540.2% |
| 10Y | +3,770.2% | +137.9% | +3,632.3% | +2,924.7% |
| All | +5,512.5% | +240.8% | +5,271.7% | +4,054.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling