+151.5%
GE vs ARMK
+136.6%
+14.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.2% |
| 7D | +1.2% | +1.7% | -0.5% | +0.5% |
| 30D | -9.5% | +3.1% | -12.6% | -10.8% |
| 3M | +4.1% | +9.2% | -5.1% | +0.3% |
| 6M | +3.9% | +43.7% | -39.7% | -10.7% |
| YTD | +9.0% | +57.4% | -48.3% | -10.0% |
| 1Y | +21.9% | +51.9% | -29.9% | +1.7% |
| 3Y | +281.8% | +125.4% | +156.4% | +165.2% |
| 5Y | +436.7% | +149.1% | +287.6% | +251.3% |
| 10Y | +151.5% | +135.4% | +16.1% | +78.2% |
| All | +151.5% | +136.6% | +14.9% | +78.2% |
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