+411.8%
GE vs ARMK
+106.7%
+305.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +2.7% | +2.7% | 0.0% | +1.5% |
| 30D | +8.1% | -1.5% | +9.6% | +8.6% |
| 3M | -7.9% | -11.6% | +3.7% | -3.3% |
| 6M | +12.9% | +6.7% | +6.2% | +9.2% |
| YTD | +8.2% | +47.4% | -39.2% | -9.4% |
| 1Y | +9.7% | +41.5% | -31.8% | -6.7% |
| 3Y | +266.1% | +95.5% | +170.6% | +160.3% |
| All | +411.8% | +106.7% | +305.1% | +235.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling