+62.2%
LYB vs ARMK
+357.2%
-295.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.1% |
| 7D | -0.9% | +1.7% | -2.6% | -1.6% |
| 30D | +9.5% | +3.1% | +6.4% | +7.8% |
| 3M | +1.3% | +9.2% | -7.9% | -2.9% |
| 6M | -1.7% | +43.7% | -45.4% | -17.0% |
| YTD | +54.1% | +57.4% | -3.2% | +25.0% |
| 1Y | +25.7% | +51.9% | -26.2% | +3.4% |
| 3Y | -20.9% | +125.4% | -146.3% | -46.3% |
| 5Y | -1.5% | +149.1% | -150.6% | -37.8% |
| 10Y | +45.0% | +135.4% | -90.5% | -9.3% |
| All | +62.2% | +357.2% | -295.0% | -10.0% |
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