+211.8%
GE vs ARMK
+317.2%
-105.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.5% | -1.7% | +1.0% |
| 7D | +7.1% | -2.6% | +9.7% | +8.2% |
| 30D | +6.5% | -5.2% | +11.7% | +8.6% |
| 3M | -13.6% | -6.5% | -7.1% | -11.6% |
| 6M | +6.0% | +15.3% | -9.3% | -0.6% |
| YTD | +5.4% | +43.6% | -38.2% | -9.7% |
| 1Y | +6.5% | +42.1% | -35.6% | -8.5% |
| 3Y | +268.6% | +94.0% | +174.6% | +174.1% |
| 5Y | +389.0% | +96.3% | +292.8% | +255.0% |
| 10Y | +163.3% | +126.7% | +36.6% | +79.9% |
| All | +211.8% | +317.2% | -105.3% | +87.0% |
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