+198.0%
GILD vs ARMK
+364.9%
-166.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -3.9% | -1.2% |
| 7D | -4.8% | +3.1% | -7.9% | -5.2% |
| 30D | +5.8% | -2.8% | +8.6% | +6.1% |
| 3M | +14.9% | +7.6% | +7.3% | +13.8% |
| 6M | -0.4% | +47.9% | -48.2% | -5.4% |
| YTD | +18.5% | +60.0% | -41.5% | +11.3% |
| 1Y | +25.1% | +52.2% | -27.1% | +18.1% |
| 3Y | +105.9% | +131.4% | -25.5% | +83.6% |
| 5Y | +143.0% | +163.2% | -20.2% | +112.0% |
| 10Y | +162.4% | +144.8% | +17.6% | +141.1% |
| All | +198.0% | +364.9% | -166.9% | +136.0% |
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