+9.0%
MSFT vs ARMK
+41.1%
-32.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -4.2% | +10.9% | +6.7% |
| 7D | +4.7% | -5.8% | +10.5% | +4.7% |
| 30D | +5.8% | -5.3% | +11.1% | +5.9% |
| 3M | +13.0% | -6.7% | +19.7% | +13.1% |
| 6M | +34.9% | +17.4% | +17.6% | +35.2% |
| YTD | +15.7% | +43.0% | -27.4% | +16.5% |
| 1Y | +9.0% | +40.3% | -31.4% | +9.3% |
| All | +9.0% | +41.1% | -32.2% | +9.3% |
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 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