+70.5%
ILMN vs ARMK
+131.1%
-60.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.2% | -0.6% | +2.4% |
| 7D | -2.6% | +0.9% | -3.5% | -2.7% |
| 30D | -20.6% | -0.4% | -20.3% | -20.3% |
| 3M | +17.5% | -2.0% | +19.4% | +18.1% |
| 6M | +55.6% | +22.0% | +33.7% | +46.7% |
| YTD | +68.3% | +49.6% | +18.7% | +49.4% |
| 1Y | +81.1% | +46.4% | +34.8% | +61.7% |
| 3Y | +112.2% | +103.2% | +8.9% | +71.2% |
| 5Y | -42.6% | +108.1% | -150.7% | -54.4% |
| 10Y | +70.5% | +129.4% | -58.9% | +40.2% |
| All | +70.5% | +131.1% | -60.6% | +40.2% |
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