+89.3%
CSCO vs ARMK
+91.9%
-2.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.5% | -6.4% | -3.1% |
| 7D | -10.2% | -2.6% | -7.6% | -9.6% |
| 30D | -20.1% | -5.2% | -14.9% | -19.0% |
| 3M | -22.4% | -6.5% | -15.9% | -21.3% |
| 6M | +2.8% | +15.3% | -12.5% | -1.4% |
| YTD | +23.6% | +43.6% | -20.0% | +12.7% |
| 1Y | +34.0% | +42.1% | -8.0% | +22.4% |
| 3Y | +89.3% | +94.0% | -4.7% | +69.1% |
| All | +89.3% | +91.9% | -2.7% | +69.1% |
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