+164.9%
ASML vs ARMK
+114.7%
+50.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.0% |
| 6M | +23.0% | +38.8% | -15.8% | +6.9% |
| YTD | +61.1% | +55.2% | +5.9% | +33.5% |
| 1Y | +129.1% | +46.6% | +82.5% | +93.7% |
| All | +164.9% | +114.7% | +50.2% | +83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling