+111.7%
ILMN vs ARMK
+299.4%
-187.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.9% | -4.3% | -7.0% |
| 7D | -28.3% | -10.2% | -18.1% | -25.8% |
| 30D | -24.0% | -9.3% | -14.7% | -21.5% |
| 3M | +4.1% | -11.4% | +15.5% | +7.8% |
| 6M | +49.6% | +11.6% | +37.9% | +44.5% |
| YTD | +58.6% | +37.5% | +21.1% | +43.8% |
| 1Y | +69.9% | +34.9% | +35.0% | +54.8% |
| 3Y | +82.9% | +83.4% | -0.6% | +51.0% |
| 5Y | -47.6% | +87.9% | -135.5% | -57.5% |
| 10Y | +58.8% | +117.0% | -58.2% | +20.1% |
| All | +111.7% | +299.4% | -187.7% | +45.0% |
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 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