+21.9%
BABA vs ARMK
+96.6%
-74.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -13.8% | +2.7% | -16.4% | -14.2% |
| 30D | -15.1% | -1.5% | -13.6% | -15.0% |
| 3M | -22.7% | -11.6% | -11.2% | -21.2% |
| 6M | -34.7% | +6.7% | -41.4% | -36.0% |
| YTD | -35.0% | +47.4% | -82.4% | -40.7% |
| 1Y | -40.4% | +41.5% | -81.9% | -45.2% |
| 3Y | +21.9% | +95.5% | -73.6% | +6.0% |
| All | +21.9% | +96.6% | -74.7% | +6.0% |
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