+537.3%
ISRG vs ARMK
+125.8%
+411.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.3% | -2.0% |
| 7D | +2.1% | -0.7% | +2.8% | +2.1% |
| 30D | +6.2% | -1.3% | +7.5% | +6.2% |
| 3M | +14.4% | -2.5% | +16.9% | +14.5% |
| 6M | 0.0% | +20.8% | -20.8% | -7.0% |
| YTD | -20.5% | +48.2% | -68.7% | -31.2% |
| 1Y | -21.9% | +45.7% | -67.6% | -32.0% |
| 3Y | +62.2% | +96.6% | -34.4% | +26.5% |
| 5Y | +25.2% | +106.6% | -81.4% | -5.0% |
| 10Y | +537.3% | +132.6% | +404.8% | +402.6% |
| All | +537.3% | +125.8% | +411.5% | +402.6% |
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