+143.0%
AXON vs ARMK
+114.7%
+28.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.9% |
| 7D | -14.2% | -2.4% | -11.8% | -13.4% |
| 30D | -15.4% | 0.0% | -15.4% | -15.3% |
| 3M | +0.5% | +6.7% | -6.2% | -1.6% |
| 6M | -9.5% | +38.8% | -48.3% | -18.9% |
| YTD | -9.2% | +55.2% | -64.4% | -21.9% |
| 1Y | -29.4% | +46.6% | -76.0% | -38.1% |
| All | +143.0% | +114.7% | +28.3% | +69.2% |
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