+76.6%
ILMN vs ARMK
+44.7%
+31.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -2.3% |
| 7D | -9.8% | -0.7% | -9.1% | -9.7% |
| 30D | -22.7% | -1.3% | -21.4% | -22.1% |
| 3M | +12.1% | -2.5% | +14.5% | +12.6% |
| 6M | +51.5% | +20.8% | +30.7% | +41.9% |
| YTD | +63.9% | +48.2% | +15.7% | +39.6% |
| 1Y | +76.6% | +45.7% | +30.8% | +51.6% |
| All | +76.6% | +44.7% | +31.8% | +51.6% |
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