+44.3%
AXON vs ARMK
+96.6%
-52.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +0.8% | +2.7% | -1.9% | 0.0% |
| 30D | -22.8% | -1.5% | -21.3% | -22.6% |
| 3M | -48.8% | -11.6% | -37.2% | -47.0% |
| 6M | -16.3% | +6.7% | -23.0% | -18.0% |
| YTD | -44.5% | +47.4% | -91.9% | -51.0% |
| 1Y | -43.4% | +41.5% | -84.9% | -49.5% |
| 3Y | +44.3% | +95.5% | -51.3% | +13.2% |
| All | +44.3% | +96.6% | -52.4% | +13.2% |
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