+442.4%
EBAY vs ARMK
+350.8%
+91.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | -2.1% | -2.4% | +0.3% | -1.6% |
| 30D | -6.7% | 0.0% | -6.7% | -6.8% |
| 3M | -5.0% | +6.7% | -11.6% | -6.4% |
| 6M | +14.6% | +38.8% | -24.2% | +6.8% |
| YTD | +19.8% | +55.2% | -35.4% | +9.1% |
| 1Y | +12.6% | +46.6% | -34.0% | +3.6% |
| 3Y | +141.0% | +112.9% | +28.1% | +103.9% |
| 5Y | +47.5% | +144.0% | -96.4% | +21.6% |
| 10Y | +263.3% | +132.4% | +130.8% | +213.3% |
| All | +442.4% | +350.8% | +91.5% | +307.0% |
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 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