+913.4%
MSFT vs ARMK
+131.1%
+782.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.4% | +7.1% | -9.5% | -3.9% |
| 30D | -3.8% | -1.6% | -2.1% | -3.5% |
| 3M | +6.4% | -10.5% | +17.0% | +8.9% |
| 6M | +28.8% | +11.8% | +17.0% | +25.0% |
| YTD | +8.8% | +47.3% | -38.4% | -1.4% |
| 1Y | +3.2% | +41.5% | -38.3% | -5.7% |
| 3Y | +44.8% | +95.3% | -50.5% | +21.1% |
| 5Y | +61.8% | +108.1% | -46.3% | +31.8% |
| All | +913.4% | +131.1% | +782.3% | +758.1% |
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