+1,644.6%
ASML vs ARMK
+131.6%
+1,513.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.0% | +4.5% |
| 7D | +1.1% | -2.4% | +3.5% | +2.0% |
| 30D | +2.2% | 0.0% | +2.2% | +2.1% |
| 3M | -2.3% | +6.7% | -9.0% | -4.8% |
| 6M | +23.0% | +38.8% | -15.8% | +8.4% |
| YTD | +61.1% | +55.2% | +5.9% | +36.0% |
| 1Y | +129.1% | +46.6% | +82.5% | +96.8% |
| 3Y | +165.4% | +112.9% | +52.5% | +95.8% |
| 5Y | +109.5% | +144.0% | -34.5% | +47.4% |
| All | +1,644.6% | +131.6% | +1,513.0% | +1,148.3% |
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 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