+22.1%
LYB vs ARMK
+54.5%
-32.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.1% | -1.2% |
| 7D | +0.3% | +3.1% | -2.8% | 0.0% |
| 30D | +2.5% | -2.8% | +5.3% | +2.7% |
| 3M | +1.4% | +7.6% | -6.2% | +0.5% |
| 6M | -3.5% | +47.9% | -51.4% | -11.5% |
| YTD | +52.0% | +60.0% | -8.0% | +32.4% |
| 1Y | +22.1% | +52.2% | -30.2% | +9.5% |
| All | +22.1% | +54.5% | -32.5% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling