+182.3%
AXON vs ARMK
+144.6%
+37.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.8% |
| 7D | -14.2% | -2.4% | -11.8% | -13.1% |
| 30D | -15.4% | 0.0% | -15.4% | -15.3% |
| 3M | +0.5% | +6.7% | -6.2% | -2.5% |
| 6M | -9.5% | +38.8% | -48.3% | -22.8% |
| YTD | -9.2% | +55.2% | -64.4% | -26.9% |
| 1Y | -29.4% | +46.6% | -76.0% | -41.7% |
| 3Y | +139.4% | +112.9% | +26.5% | +53.2% |
| All | +182.3% | +144.6% | +37.7% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling