+681.9%
CSCO vs ARMK
+350.8%
+331.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | -0.7% | -2.4% | +1.7% | -0.1% |
| 30D | -10.1% | 0.0% | -10.1% | -10.3% |
| 3M | -15.7% | +6.7% | -22.3% | -17.2% |
| 6M | +36.3% | +38.8% | -2.5% | +25.4% |
| YTD | +43.8% | +55.2% | -11.4% | +28.9% |
| 1Y | +63.9% | +46.6% | +17.3% | +48.6% |
| 3Y | +104.4% | +112.9% | -8.5% | +67.2% |
| 5Y | +111.4% | +144.0% | -32.6% | +65.3% |
| 10Y | +361.7% | +132.4% | +229.3% | +268.6% |
| All | +681.9% | +350.8% | +331.1% | +486.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling