+119.7%
AXP vs ARMK
+83.8%
+36.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -0.7% |
| 7D | +0.4% | -10.2% | +10.6% | +4.8% |
| 30D | +7.0% | -9.3% | +16.3% | +11.1% |
| 3M | -6.6% | -11.4% | +4.8% | -2.4% |
| 6M | +3.5% | +11.6% | -8.2% | -3.1% |
| YTD | -11.2% | +37.5% | -48.6% | -25.2% |
| 1Y | -10.2% | +34.9% | -45.1% | -23.7% |
| All | +119.7% | +83.8% | +36.0% | +67.6% |
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