+40.6%
AXON vs ARMK
+101.3%
-60.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.2% | -7.3% | -4.2% |
| 7D | -28.7% | +0.9% | -29.7% | -29.0% |
| 30D | -28.3% | -0.4% | -27.9% | -28.4% |
| 3M | -46.9% | -2.0% | -44.9% | -46.7% |
| 6M | -24.9% | +22.0% | -46.8% | -29.3% |
| YTD | -46.6% | +49.6% | -96.2% | -53.1% |
| 1Y | -49.7% | +46.4% | -96.0% | -55.5% |
| 3Y | +40.6% | +103.2% | -62.7% | +9.9% |
| All | +40.6% | +101.3% | -60.7% | +9.9% |
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