-43.2%
ILMN vs ARMK
+106.1%
-149.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -6.0% | +2.8% | -8.8% | -7.1% |
| 30D | -23.0% | -1.8% | -21.3% | -22.1% |
| 3M | +10.4% | -10.9% | +21.3% | +16.2% |
| 6M | +49.4% | +21.2% | +28.2% | +35.9% |
| YTD | +62.3% | +47.0% | +15.3% | +34.3% |
| 1Y | +73.7% | +42.9% | +30.8% | +45.5% |
| 3Y | +122.5% | +95.0% | +27.5% | +54.5% |
| 5Y | -43.2% | +106.2% | -149.4% | -65.0% |
| All | -43.2% | +106.1% | -149.3% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling