-23.0%
IDXX vs ARMK
+160.7%
-183.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.5% | -1.7% |
| 7D | -5.7% | +3.1% | -8.8% | -7.0% |
| 30D | -11.5% | -2.8% | -8.8% | -10.7% |
| 3M | -9.5% | +7.6% | -17.1% | -12.9% |
| 6M | -16.0% | +47.9% | -63.9% | -30.1% |
| YTD | -25.4% | +60.0% | -85.4% | -40.2% |
| 1Y | -21.8% | +52.2% | -74.0% | -36.0% |
| 3Y | +7.0% | +131.4% | -124.4% | -29.3% |
| All | -23.0% | +160.7% | -183.6% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling