-4.9%
LYB vs ARMK
+160.7%
-165.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.1% | -2.0% |
| 7D | +0.3% | +3.1% | -2.8% | -0.8% |
| 30D | +2.5% | -2.8% | +5.3% | +3.3% |
| 3M | +1.4% | +7.6% | -6.2% | -1.6% |
| 6M | -3.5% | +47.9% | -51.4% | -17.7% |
| YTD | +52.0% | +60.0% | -8.0% | +25.4% |
| 1Y | +22.1% | +52.2% | -30.2% | +2.6% |
| 3Y | -22.8% | +131.4% | -154.2% | -45.8% |
| All | -4.9% | +160.7% | -165.6% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling