+121.0%
GOOG vs ARMK
+96.6%
+24.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +3.0% | +2.7% | +0.4% | +2.6% |
| 30D | -14.9% | -1.5% | -13.4% | -14.8% |
| 3M | -14.9% | -11.6% | -3.3% | -13.3% |
| 6M | -26.6% | +6.7% | -33.3% | -27.9% |
| YTD | -6.6% | +47.4% | -54.0% | -13.8% |
| 1Y | +5.1% | +41.5% | -36.4% | -2.3% |
| 3Y | +121.0% | +95.5% | +25.4% | +96.5% |
| All | +121.0% | +96.6% | +24.3% | +96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling