+116.9%
ILMN vs ARMK
+317.2%
-200.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.5% | -2.0% | +1.2% |
| 7D | -9.7% | -2.6% | -7.1% | -8.9% |
| 30D | -20.4% | -5.2% | -15.2% | -18.9% |
| 3M | +10.0% | -6.5% | +16.5% | +12.1% |
| 6M | +49.5% | +15.3% | +34.2% | +43.0% |
| YTD | +62.5% | +43.6% | +18.9% | +45.5% |
| 1Y | +76.0% | +42.1% | +33.9% | +58.0% |
| 3Y | +94.2% | +94.0% | +0.2% | +57.7% |
| 5Y | -46.3% | +96.3% | -142.6% | -57.0% |
| 10Y | +62.7% | +126.7% | -63.9% | +21.5% |
| All | +116.9% | +317.2% | -200.2% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling