+3,407.8%
LLY vs ARMK
+299.4%
+3,108.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.9% | +0.1% | -3.3% |
| 7D | -0.7% | -10.2% | +9.6% | +0.5% |
| 30D | +17.9% | -9.3% | +27.2% | +19.1% |
| 3M | +16.8% | -11.4% | +28.2% | +18.2% |
| 6M | +38.4% | +11.6% | +26.8% | +36.3% |
| YTD | +27.6% | +37.5% | -9.9% | +22.6% |
| 1Y | +48.3% | +34.9% | +13.4% | +42.7% |
| 3Y | +145.4% | +83.4% | +61.9% | +127.4% |
| 5Y | +438.9% | +87.9% | +351.0% | +394.4% |
| 10Y | +2,101.6% | +117.0% | +1,984.6% | +2,011.2% |
| All | +3,407.8% | +299.4% | +3,108.4% | +2,983.8% |
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