+1,395.4%
ASML vs ARMK
+123.7%
+1,271.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.5% | +0.6% | +3.3% |
| 7D | -9.0% | -2.6% | -6.4% | -8.0% |
| 30D | -21.0% | -5.2% | -15.8% | -19.2% |
| 3M | -16.3% | -6.5% | -9.8% | -14.1% |
| 6M | -7.5% | +15.3% | -22.8% | -12.5% |
| YTD | +34.0% | +43.6% | -9.6% | +16.7% |
| 1Y | +39.3% | +42.1% | -2.8% | +21.5% |
| 3Y | +128.9% | +94.0% | +34.9% | +75.4% |
| 5Y | +76.1% | +96.3% | -20.2% | +33.6% |
| All | +1,395.4% | +123.7% | +1,271.7% | +979.7% |
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 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