+894.4%
MSFT vs ARMK
+130.7%
+763.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.1% |
| 7D | -6.2% | +2.8% | -9.0% | -6.8% |
| 30D | -3.7% | -1.8% | -1.9% | -3.4% |
| 3M | +3.6% | -10.9% | +14.5% | +6.1% |
| 6M | +26.8% | +21.2% | +5.6% | +20.7% |
| YTD | +8.4% | +47.0% | -38.6% | -1.7% |
| 1Y | +3.3% | +42.9% | -39.6% | -5.8% |
| 3Y | +44.3% | +95.0% | -50.7% | +20.7% |
| 5Y | +63.3% | +106.2% | -42.9% | +33.3% |
| 10Y | +894.4% | +131.6% | +762.8% | +742.6% |
| All | +894.4% | +130.7% | +763.6% | +742.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling