+122.1%
ILMN vs ARMK
+350.8%
-228.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | +1.2% | -2.4% | +3.6% | +1.9% |
| 30D | +9.2% | 0.0% | +9.2% | +9.0% |
| 3M | +29.8% | +6.7% | +23.2% | +27.2% |
| 6M | +69.2% | +38.8% | +30.4% | +53.1% |
| YTD | +66.4% | +55.2% | +11.2% | +45.5% |
| 1Y | +123.4% | +46.6% | +76.8% | +98.1% |
| 3Y | +33.2% | +112.9% | -79.7% | +5.2% |
| 5Y | -52.0% | +144.0% | -195.9% | -63.7% |
| 10Y | +33.6% | +132.4% | -98.8% | -0.7% |
| All | +122.1% | +350.8% | -228.7% | +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