+4.4%
GOOGL vs ARMK
+41.1%
-36.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.2% | +7.4% | +3.4% |
| 7D | -11.1% | -5.8% | -5.3% | -10.7% |
| 30D | -16.6% | -5.3% | -11.4% | -16.3% |
| 3M | -23.4% | -6.7% | -16.7% | -23.0% |
| 6M | -24.5% | +17.4% | -41.9% | -27.0% |
| YTD | -7.5% | +43.0% | -50.5% | -10.4% |
| 1Y | +4.4% | +40.3% | -35.9% | +1.3% |
| All | +4.4% | +41.1% | -36.7% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling