+746.7%
GOOGL vs ARMK
+134.7%
+611.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.0% |
| 7D | -1.9% | +0.3% | -2.2% | -1.9% |
| 30D | -7.5% | +2.4% | -9.8% | -8.2% |
| 3M | -9.2% | +6.1% | -15.2% | -10.8% |
| 6M | +8.1% | +41.8% | -33.7% | -1.5% |
| YTD | +5.8% | +55.5% | -49.7% | -6.0% |
| 1Y | +38.3% | +49.6% | -11.2% | +23.8% |
| 3Y | +144.8% | +122.8% | +22.0% | +94.4% |
| 5Y | +132.5% | +151.0% | -18.5% | +78.2% |
| 10Y | +746.7% | +138.0% | +608.7% | +593.7% |
| All | +746.7% | +134.7% | +611.9% | +593.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling