+986.4%
GOOGL vs ARMK
+334.6%
+651.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -3.0% | +0.1% |
| 7D | +3.3% | +0.9% | +2.4% | +2.9% |
| 30D | -18.1% | -0.4% | -17.7% | -18.1% |
| 3M | -18.6% | -2.0% | -16.7% | -18.6% |
| 6M | -28.0% | +22.0% | -50.0% | -32.1% |
| YTD | -7.8% | +49.6% | -57.4% | -17.7% |
| 1Y | +3.6% | +46.4% | -42.7% | -7.2% |
| 3Y | +123.4% | +103.2% | +20.1% | +80.3% |
| 5Y | +95.3% | +108.1% | -12.8% | +55.0% |
| 10Y | +622.2% | +129.4% | +492.8% | +456.0% |
| All | +986.4% | +334.6% | +651.8% | +655.6% |
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