+1,323.9%
ASML vs ARMK
+114.2%
+1,209.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.9% | -5.5% | -7.9% |
| 7D | -19.0% | -10.2% | -8.8% | -15.6% |
| 30D | -25.9% | -9.3% | -16.6% | -23.0% |
| 3M | -19.1% | -11.4% | -7.7% | -15.3% |
| 6M | -5.7% | +11.6% | -17.3% | -9.8% |
| YTD | +27.6% | +37.5% | -9.9% | +13.0% |
| 1Y | +30.8% | +34.9% | -4.1% | +16.3% |
| 3Y | +116.2% | +83.4% | +32.8% | +69.2% |
| 5Y | +67.7% | +87.9% | -20.2% | +29.3% |
| All | +1,323.9% | +114.2% | +1,209.8% | +944.7% |
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