+108.6%
ASML vs ARMK
+144.6%
-36.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.0% | +4.6% |
| 7D | +1.1% | -2.4% | +3.5% | +2.3% |
| 30D | +2.2% | 0.0% | +2.2% | +2.0% |
| 3M | -2.3% | +6.7% | -9.0% | -5.9% |
| 6M | +23.0% | +38.8% | -15.8% | +2.1% |
| YTD | +61.1% | +55.2% | +5.9% | +25.3% |
| 1Y | +129.1% | +46.6% | +82.5% | +82.8% |
| 3Y | +165.4% | +112.9% | +52.5% | +61.9% |
| All | +108.6% | +144.6% | -36.0% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling