+539.2%
ISRG vs ARMK
+131.4%
+407.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.0% | +2.7% | -4.7% | -2.9% |
| 30D | +5.6% | -1.5% | +7.0% | +5.6% |
| 3M | +10.5% | -11.6% | +22.1% | +14.4% |
| 6M | +2.6% | +6.7% | -4.1% | -0.5% |
| YTD | -21.7% | +47.4% | -69.1% | -32.0% |
| 1Y | -21.6% | +41.5% | -63.0% | -31.0% |
| 3Y | +57.0% | +95.5% | -38.5% | +22.7% |
| 5Y | +25.0% | +108.4% | -83.4% | -5.4% |
| All | +539.2% | +131.4% | +407.8% | +404.9% |
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