+302.2%
ARMK vs COO
+133.4%
+168.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.2% |
| 7D | -2.4% | -2.2% | -0.2% | -1.4% |
| 30D | 0.0% | -7.0% | +7.0% | +3.3% |
| 3M | +6.7% | +12.2% | -5.5% | +0.4% |
| 6M | +38.8% | -15.1% | +53.9% | +48.3% |
| YTD | +55.2% | -15.1% | +70.3% | +65.8% |
| 1Y | +46.6% | +2.3% | +44.3% | +42.7% |
| 3Y | +112.9% | -23.7% | +136.6% | +128.1% |
| 5Y | +144.0% | -38.9% | +182.9% | +187.6% |
| 10Y | +132.4% | +49.9% | +82.5% | +91.7% |
| All | +302.2% | +133.4% | +168.8% | +193.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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