+35.5%
ITW vs ARMK
+106.7%
-71.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +2.3% | +2.7% | -0.3% | +1.4% |
| 30D | +6.7% | -1.5% | +8.2% | +6.9% |
| 3M | -0.5% | -11.6% | +11.0% | +3.4% |
| 6M | +16.4% | +6.7% | +9.7% | +12.9% |
| YTD | +19.0% | +47.4% | -28.5% | +1.8% |
| 1Y | +20.2% | +41.5% | -21.3% | +4.4% |
| 3Y | +33.1% | +95.5% | -62.5% | -0.2% |
| All | +35.5% | +106.7% | -71.2% | -3.4% |
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