+73.9%
IBM vs ARMK
+114.7%
-40.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.3% |
| 7D | -0.3% | -2.4% | +2.1% | +0.4% |
| 30D | +0.3% | 0.0% | +0.3% | +0.1% |
| 3M | -21.6% | +6.7% | -28.3% | -23.4% |
| 6M | -4.7% | +38.8% | -43.5% | -14.9% |
| YTD | -19.1% | +55.2% | -74.3% | -30.5% |
| 1Y | -2.5% | +46.6% | -49.1% | -14.8% |
| All | +73.9% | +114.7% | -40.8% | +33.1% |
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