+135.0%
GOOG vs ARMK
+147.8%
-12.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -2.5% | -0.9% | -1.6% | -2.2% |
| 30D | -3.6% | -5.9% | +2.3% | -1.7% |
| 3M | -6.4% | +6.7% | -13.1% | -8.9% |
| 6M | +7.8% | +42.5% | -34.8% | -5.3% |
| YTD | +5.5% | +55.1% | -49.6% | -10.4% |
| 1Y | +38.3% | +50.3% | -12.0% | +18.3% |
| 3Y | +143.1% | +122.2% | +20.9% | +69.8% |
| 5Y | +135.0% | +155.2% | -20.2% | +49.3% |
| All | +135.0% | +147.8% | -12.8% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling