+117.0%
AXP vs ARMK
+144.6%
-27.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | -2.1% | -2.4% | +0.3% | -0.9% |
| 30D | -6.5% | 0.0% | -6.6% | -6.9% |
| 3M | +4.6% | +6.7% | -2.0% | +0.8% |
| 6M | +5.4% | +38.8% | -33.4% | -12.3% |
| YTD | -11.1% | +55.2% | -66.3% | -30.6% |
| 1Y | -0.3% | +46.6% | -46.9% | -19.8% |
| 3Y | +111.6% | +112.9% | -1.3% | +34.8% |
| All | +117.0% | +144.6% | -27.6% | +21.9% |
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 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