+149.6%
IBM vs ARMK
+123.7%
+25.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.3% | -1.9% |
| 7D | -5.0% | -2.6% | -2.3% | -4.4% |
| 30D | +11.1% | -5.2% | +16.3% | +12.3% |
| 3M | +5.7% | -6.5% | +12.2% | +7.1% |
| 6M | +10.1% | +15.3% | -5.1% | +5.9% |
| YTD | -15.6% | +43.6% | -59.2% | -23.1% |
| 1Y | -19.5% | +42.1% | -61.6% | -26.6% |
| 3Y | +80.4% | +94.0% | -13.6% | +52.0% |
| 5Y | +140.0% | +96.3% | +43.7% | +98.6% |
| All | +149.6% | +123.7% | +25.9% | +109.2% |
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 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