+72.6%
ILMN vs ARMK
+41.8%
+30.8%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -2.9% | +2.7% | -5.5% | -3.8% |
| 30D | -23.8% | -1.5% | -22.3% | -23.1% |
| 3M | +7.5% | -11.6% | +19.0% | +10.8% |
| 6M | +42.8% | +6.7% | +36.0% | +39.5% |
| YTD | +57.8% | +47.4% | +10.4% | +34.4% |
| 1Y | +72.6% | +41.5% | +31.1% | +49.9% |
| All | +72.6% | +41.8% | +30.8% | +49.9% |
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