+76.4%
AXON vs ARMK
+83.8%
-7.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -3.9% | -5.9% | -8.6% |
| 7D | -12.7% | -10.2% | -2.5% | -9.8% |
| 30D | -8.6% | -9.3% | +0.7% | -6.0% |
| 3M | -37.2% | -11.4% | -25.8% | -35.0% |
| 6M | +0.5% | +11.6% | -11.1% | -2.9% |
| YTD | -32.6% | +37.5% | -70.1% | -39.2% |
| 1Y | -40.2% | +34.9% | -75.1% | -45.7% |
| All | +76.4% | +83.8% | -7.4% | +41.7% |
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