+1,143.2%
GLW vs ARMK
+350.8%
+792.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.0% |
| 7D | +3.8% | -2.4% | +6.2% | +4.6% |
| 30D | -1.3% | 0.0% | -1.4% | -1.5% |
| 3M | -21.8% | +6.7% | -28.5% | -23.5% |
| 6M | +6.9% | +38.8% | -31.9% | -4.2% |
| YTD | +77.2% | +55.2% | +22.0% | +52.5% |
| 1Y | +123.2% | +46.6% | +76.6% | +95.4% |
| 3Y | +400.0% | +112.9% | +287.1% | +280.1% |
| 5Y | +342.8% | +144.0% | +198.8% | +217.5% |
| 10Y | +771.4% | +132.4% | +639.0% | +539.0% |
| All | +1,143.2% | +350.8% | +792.4% | +736.3% |
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