+534.2%
EBAY vs ARMK
+328.3%
+205.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -0.9% | +2.7% | -3.5% | -1.4% |
| 30D | +3.5% | -1.5% | +4.9% | +3.5% |
| 3M | +16.0% | -11.6% | +27.5% | +18.6% |
| 6M | +7.6% | +6.7% | +0.9% | +5.7% |
| YTD | +40.1% | +47.4% | -7.3% | +28.5% |
| 1Y | +45.0% | +41.5% | +3.6% | +34.1% |
| 3Y | +228.1% | +95.5% | +132.6% | +181.9% |
| 5Y | +78.6% | +108.4% | -29.7% | +50.7% |
| 10Y | +378.8% | +132.3% | +246.5% | +308.9% |
| All | +534.2% | +328.3% | +205.9% | +379.7% |
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