+1,304.8%
AXON vs ARMK
+123.7%
+1,181.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +4.5% | -22.6% | -19.8% |
| 7D | -26.8% | -2.6% | -24.2% | -26.4% |
| 30D | -22.9% | -5.2% | -17.7% | -21.8% |
| 3M | -40.1% | -6.5% | -33.6% | -39.0% |
| 6M | -18.9% | +15.3% | -34.1% | -23.7% |
| YTD | -44.9% | +43.6% | -88.5% | -52.3% |
| 1Y | -46.7% | +42.1% | -88.7% | -53.7% |
| 3Y | +44.3% | +94.0% | -49.7% | +9.0% |
| 5Y | +71.4% | +96.3% | -24.9% | +27.8% |
| All | +1,304.8% | +123.7% | +1,181.1% | +786.0% |
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 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