+897.2%
IDXX vs ARMK
+350.7%
+546.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -4.3% | -0.9% | -3.4% | -4.1% |
| 30D | -13.7% | -5.9% | -7.7% | -12.5% |
| 3M | -9.1% | +6.7% | -15.8% | -10.7% |
| 6M | -15.4% | +42.5% | -58.0% | -22.6% |
| YTD | -25.1% | +55.1% | -80.3% | -32.8% |
| 1Y | -20.6% | +50.3% | -70.9% | -28.2% |
| 3Y | +8.7% | +122.2% | -113.4% | -10.3% |
| 5Y | -25.7% | +155.2% | -180.9% | -40.3% |
| 10Y | +360.6% | +137.3% | +223.3% | +284.2% |
| All | +897.2% | +350.7% | +546.5% | +659.5% |
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 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