+306.4%
CSCO vs ARMK
+123.7%
+182.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.5% | -6.4% | -3.0% |
| 7D | -10.2% | -2.6% | -7.6% | -9.6% |
| 30D | -20.1% | -5.2% | -14.9% | -19.1% |
| 3M | -22.1% | -6.5% | -15.6% | -21.0% |
| 6M | +3.2% | +15.3% | -12.1% | -0.7% |
| YTD | +24.1% | +43.6% | -19.5% | +13.3% |
| 1Y | +34.6% | +42.1% | -7.5% | +23.1% |
| 3Y | +90.0% | +94.0% | -4.0% | +59.4% |
| 5Y | +88.6% | +96.3% | -7.7% | +55.4% |
| All | +306.4% | +123.7% | +182.7% | +249.3% |
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