+893.1%
MSFT vs ARMK
+121.8%
+771.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.4% | -2.0% |
| 7D | +1.7% | -2.6% | +4.3% | +2.2% |
| 30D | +0.2% | -5.2% | +5.4% | +1.2% |
| 3M | +6.4% | -6.5% | +12.9% | +7.6% |
| 6M | +28.7% | +15.3% | +13.4% | +23.9% |
| YTD | +10.4% | +43.6% | -33.2% | +0.6% |
| 1Y | +7.6% | +42.1% | -34.4% | -1.8% |
| 3Y | +52.3% | +94.0% | -41.7% | +27.5% |
| 5Y | +64.5% | +96.3% | -31.7% | +35.6% |
| All | +893.1% | +121.8% | +771.3% | +743.4% |
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