+27.1%
BABA vs ARMK
+114.7%
-87.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -4.8% | -2.4% | -2.4% | -4.3% |
| 30D | -11.9% | 0.0% | -11.9% | -12.0% |
| 3M | -9.3% | +6.7% | -15.9% | -10.8% |
| 6M | -14.2% | +38.8% | -53.1% | -20.9% |
| YTD | -22.0% | +55.2% | -77.2% | -29.8% |
| 1Y | -12.7% | +46.6% | -59.3% | -20.5% |
| All | +27.1% | +114.7% | -87.6% | +3.0% |
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