+500.7%
ISRG vs ARMK
+123.7%
+377.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.5% | -7.8% | -4.8% |
| 7D | +4.8% | -2.6% | +7.4% | +5.5% |
| 30D | +9.2% | -5.2% | +14.4% | +10.7% |
| 3M | +21.2% | -6.5% | +27.7% | +23.0% |
| 6M | +0.2% | +15.3% | -15.0% | -5.4% |
| YTD | -20.1% | +43.6% | -63.6% | -30.0% |
| 1Y | -17.3% | +42.1% | -59.4% | -27.5% |
| 3Y | +63.3% | +94.0% | -30.7% | +27.8% |
| 5Y | +24.1% | +96.3% | -72.2% | -4.4% |
| All | +500.7% | +123.7% | +377.0% | +375.5% |
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