+131.6%
IBM vs ARMK
+136.6%
-5.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.5% |
| 7D | +0.3% | +1.7% | -1.4% | -0.1% |
| 30D | -1.5% | +3.1% | -4.6% | -2.3% |
| 3M | -16.8% | +9.2% | -26.0% | -18.6% |
| 6M | -9.0% | +43.7% | -52.7% | -16.9% |
| YTD | -20.1% | +57.4% | -77.4% | -28.6% |
| 1Y | -7.0% | +51.9% | -58.9% | -16.4% |
| 3Y | +72.4% | +125.4% | -53.0% | +40.3% |
| 5Y | +112.0% | +149.1% | -37.1% | +66.0% |
| 10Y | +131.6% | +135.4% | -3.9% | +93.6% |
| All | +131.6% | +136.6% | -5.1% | +93.6% |
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 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