+1,170.4%
GOOG vs ARMK
+357.2%
+813.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | +1.1% | +1.7% | -0.6% | +0.6% |
| 30D | -5.1% | +3.1% | -8.2% | -6.0% |
| 3M | -7.1% | +9.2% | -16.3% | -9.5% |
| 6M | +12.7% | +43.7% | -31.0% | +2.1% |
| YTD | +7.1% | +57.4% | -50.3% | -5.4% |
| 1Y | +43.6% | +51.9% | -8.3% | +27.7% |
| 3Y | +146.8% | +125.4% | +21.4% | +94.5% |
| 5Y | +133.7% | +149.1% | -15.4% | +78.3% |
| 10Y | +773.3% | +135.4% | +637.9% | +573.1% |
| All | +1,170.4% | +357.2% | +813.2% | +776.3% |
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