+1,148.2%
JBL vs ARMK
+131.4%
+1,016.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +6.3% | +2.7% | +3.7% | +5.1% |
| 30D | -13.5% | -1.5% | -12.0% | -12.8% |
| 3M | -31.3% | -11.6% | -19.8% | -27.4% |
| 6M | -28.4% | +6.7% | -35.2% | -30.4% |
| YTD | +11.6% | +47.4% | -35.8% | -6.5% |
| 1Y | +26.1% | +41.5% | -15.4% | +7.4% |
| 3Y | +97.4% | +95.5% | +1.8% | +42.4% |
| 5Y | +301.0% | +108.4% | +192.6% | +177.4% |
| All | +1,148.2% | +131.4% | +1,016.8% | +715.2% |
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