+224.7%
GE vs ARMK
+350.8%
-126.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | -1.6% | -2.4% | +0.8% | -0.7% |
| 30D | -11.6% | 0.0% | -11.6% | -11.7% |
| 3M | +3.0% | +6.7% | -3.6% | +0.2% |
| 6M | -0.5% | +38.8% | -39.3% | -13.1% |
| YTD | +9.7% | +55.2% | -45.4% | -8.6% |
| 1Y | +20.0% | +46.6% | -26.6% | +2.0% |
| 3Y | +275.8% | +112.9% | +162.9% | +169.5% |
| 5Y | +429.1% | +144.0% | +285.1% | +253.1% |
| 10Y | +151.2% | +132.4% | +18.8% | +69.5% |
| All | +224.7% | +350.8% | -126.1% | +89.2% |
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 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