+129.3%
ILMN vs ARMK
+96.6%
+32.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +12.0% |
| 6M | +42.8% | +6.7% | +36.0% | +39.1% |
| YTD | +57.8% | +47.4% | +10.4% | +35.8% |
| 1Y | +72.6% | +41.5% | +31.1% | +50.7% |
| 3Y | +129.3% | +95.5% | +33.8% | +78.4% |
| All | +129.3% | +96.6% | +32.7% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling