+36.3%
BABA vs ARMK
+91.9%
-55.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.5% | -3.2% | +0.5% |
| 7D | +11.6% | -2.6% | +14.3% | +12.0% |
| 30D | +2.3% | -5.2% | +7.5% | +3.1% |
| 3M | -13.7% | -6.5% | -7.2% | -12.9% |
| 6M | -21.9% | +15.3% | -37.2% | -25.0% |
| YTD | -24.6% | +43.6% | -68.2% | -30.9% |
| 1Y | -34.1% | +42.1% | -76.2% | -39.5% |
| 3Y | +36.3% | +94.0% | -57.7% | +19.4% |
| All | +36.3% | +91.9% | -55.7% | +19.4% |
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