+93.9%
ILMN vs ARMK
+41.1%
+52.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.2% | -0.7% | -3.6% |
| 7D | -21.6% | -5.8% | -15.7% | -19.9% |
| 30D | -22.9% | -5.3% | -17.6% | -21.3% |
| 3M | +11.6% | -6.7% | +18.3% | +13.8% |
| 6M | +62.5% | +17.4% | +45.2% | +53.9% |
| YTD | +72.7% | +43.0% | +29.7% | +48.9% |
| 1Y | +93.9% | +40.3% | +53.5% | +68.6% |
| All | +93.9% | +41.1% | +52.8% | +68.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling