+1,044.9%
ISRG vs ARMK
+299.4%
+745.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.1% | -1.6% |
| 7D | +4.4% | -10.2% | +14.6% | +7.9% |
| 30D | +15.8% | -9.3% | +25.0% | +19.1% |
| 3M | +24.9% | -11.4% | +36.3% | +29.0% |
| 6M | +3.8% | +11.6% | -7.8% | -0.9% |
| YTD | -17.3% | +37.5% | -54.7% | -26.5% |
| 1Y | -14.6% | +34.9% | -49.5% | -23.6% |
| 3Y | +68.2% | +83.4% | -15.2% | +34.4% |
| 5Y | +28.4% | +87.9% | -59.5% | +0.7% |
| 10Y | +528.0% | +117.0% | +411.0% | +365.9% |
| All | +1,044.9% | +299.4% | +745.5% | +662.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling