+35.0%
ITW vs ARMK
+146.8%
-111.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.4% |
| 7D | -1.9% | +0.3% | -2.2% | -2.0% |
| 30D | -10.4% | +2.4% | -12.7% | -11.3% |
| 3M | +3.5% | +6.1% | -2.5% | +1.2% |
| 6M | -3.4% | +41.8% | -45.1% | -15.1% |
| YTD | +8.5% | +55.5% | -47.0% | -8.0% |
| 1Y | +3.2% | +49.6% | -46.3% | -11.4% |
| 3Y | +18.9% | +122.8% | -103.9% | -13.8% |
| 5Y | +35.0% | +151.0% | -116.0% | -7.5% |
| All | +35.0% | +146.8% | -111.8% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling