+15.8%
BABA vs ARMK
+131.1%
-115.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.2% | -7.9% | -4.7% |
| 7D | +3.8% | +0.9% | +2.9% | +3.4% |
| 30D | -5.4% | -0.4% | -5.0% | -5.5% |
| 3M | -17.9% | -2.0% | -16.0% | -18.0% |
| 6M | -24.1% | +22.0% | -46.0% | -28.2% |
| YTD | -27.4% | +49.6% | -77.1% | -34.8% |
| 1Y | -36.1% | +46.4% | -82.4% | -42.3% |
| 3Y | +35.4% | +103.2% | -67.9% | +11.1% |
| 5Y | -30.1% | +108.1% | -138.2% | -43.4% |
| 10Y | +15.8% | +129.4% | -113.6% | -1.3% |
| All | +15.8% | +131.1% | -115.3% | -1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling