+1,414.1%
JBL vs ARMK
+327.1%
+1,087.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +4.0% |
| 7D | +0.1% | +2.8% | -2.7% | -1.0% |
| 30D | -17.0% | -1.8% | -15.3% | -16.3% |
| 3M | -27.4% | -10.9% | -16.5% | -23.5% |
| 6M | -29.1% | +21.2% | -50.3% | -35.0% |
| YTD | +13.6% | +47.0% | -33.4% | -4.4% |
| 1Y | +22.8% | +42.9% | -20.1% | +4.4% |
| 3Y | +103.0% | +95.0% | +8.0% | +47.5% |
| 5Y | +307.4% | +106.2% | +201.1% | +185.2% |
| 10Y | +1,173.9% | +131.6% | +1,042.3% | +704.3% |
| All | +1,414.1% | +327.1% | +1,087.0% | +830.2% |
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 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