+123.4%
GOOGL vs ARMK
+101.3%
+22.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -3.0% | +0.5% |
| 7D | +3.3% | +0.9% | +2.4% | +3.1% |
| 30D | -18.1% | -0.4% | -17.7% | -18.1% |
| 3M | -18.6% | -2.0% | -16.7% | -18.5% |
| 6M | -28.0% | +22.0% | -50.0% | -31.1% |
| YTD | -7.8% | +49.6% | -57.4% | -15.2% |
| 1Y | +3.6% | +46.4% | -42.7% | -4.4% |
| 3Y | +123.4% | +103.2% | +20.1% | +97.2% |
| All | +123.4% | +101.3% | +22.1% | +97.2% |
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