+533.8%
ISRG vs ARMK
+131.1%
+402.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -6.1% | +7.1% | -13.2% | -8.2% |
| 30D | +4.2% | -1.6% | +5.9% | +4.4% |
| 3M | +9.6% | -10.5% | +20.2% | +13.0% |
| 6M | +1.9% | +11.8% | -9.9% | -2.8% |
| YTD | -22.3% | +47.3% | -69.6% | -32.6% |
| 1Y | -23.2% | +41.5% | -64.6% | -32.4% |
| 3Y | +58.5% | +95.3% | -36.8% | +23.9% |
| 5Y | +23.9% | +108.1% | -84.2% | -6.1% |
| All | +533.8% | +131.1% | +402.7% | +400.9% |
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