+185.1%
ITW vs ARMK
+138.5%
+46.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | -2.4% | -0.9% | -1.5% | -2.1% |
| 30D | -9.5% | -5.9% | -3.6% | -8.1% |
| 3M | +6.6% | +6.7% | -0.1% | +4.6% |
| 6M | -1.8% | +42.5% | -44.3% | -11.1% |
| YTD | +9.0% | +55.1% | -46.1% | -3.8% |
| 1Y | +3.6% | +50.3% | -46.8% | -7.9% |
| 3Y | +19.4% | +122.2% | -102.8% | -5.4% |
| 5Y | +36.4% | +155.2% | -118.8% | +3.3% |
| All | +185.1% | +138.5% | +46.6% | +131.1% |
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