+94.2%
ILMN vs ARMK
+91.9%
+2.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.5% | -2.0% | +0.9% |
| 7D | -9.7% | -2.6% | -7.1% | -8.8% |
| 30D | -20.4% | -5.2% | -15.2% | -18.7% |
| 3M | +10.0% | -6.5% | +16.5% | +12.4% |
| 6M | +49.5% | +15.3% | +34.2% | +41.6% |
| YTD | +62.5% | +43.6% | +18.9% | +41.7% |
| 1Y | +76.0% | +42.1% | +33.9% | +53.9% |
| 3Y | +94.2% | +94.0% | +0.2% | +56.8% |
| All | +94.2% | +91.9% | +2.2% | +56.8% |
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