+280.4%
GE vs ARMK
+114.7%
+165.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | -1.6% | -2.4% | +0.8% | -0.8% |
| 30D | -11.6% | 0.0% | -11.6% | -11.7% |
| 3M | +3.0% | +6.7% | -3.6% | +0.7% |
| 6M | -0.5% | +38.8% | -39.3% | -11.3% |
| YTD | +9.7% | +55.2% | -45.4% | -6.0% |
| 1Y | +20.0% | +46.6% | -26.6% | +4.6% |
| All | +280.4% | +114.7% | +165.7% | +192.1% |
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