+263.8%
INTC vs ARMK
+137.5%
+126.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.4% | +7.6% | +8.7% |
| 7D | +17.4% | +1.7% | +15.7% | +16.9% |
| 30D | +2.8% | +3.1% | -0.3% | +1.8% |
| 3M | -5.3% | +9.2% | -14.5% | -7.7% |
| 6M | +140.6% | +43.7% | +96.9% | +116.0% |
| YTD | +183.1% | +57.4% | +125.7% | +147.2% |
| 1Y | +326.8% | +51.9% | +274.9% | +275.9% |
| 3Y | +179.4% | +125.4% | +54.0% | +119.7% |
| 5Y | +111.7% | +149.1% | -37.4% | +61.6% |
| All | +263.8% | +137.5% | +126.3% | +213.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling