+362.8%
ITW vs ARMK
+350.8%
+11.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -3.6% | -2.4% | -1.2% | -2.9% |
| 30D | -9.1% | 0.0% | -9.2% | -9.3% |
| 3M | +8.2% | +6.7% | +1.6% | +6.2% |
| 6M | -4.8% | +38.8% | -43.6% | -13.3% |
| YTD | +11.0% | +55.2% | -44.1% | -2.1% |
| 1Y | +4.2% | +46.6% | -42.4% | -6.7% |
| 3Y | +17.3% | +112.9% | -95.6% | -6.2% |
| 5Y | +33.0% | +144.0% | -111.0% | +1.5% |
| 10Y | +182.3% | +132.4% | +49.9% | +117.7% |
| All | +362.8% | +350.8% | +11.9% | +214.3% |
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