+876.0%
MSFT vs ARMK
+131.8%
+744.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.8% |
| 7D | -2.7% | -2.4% | -0.3% | -2.2% |
| 30D | +2.7% | 0.0% | +2.7% | +2.6% |
| 3M | +17.0% | +6.7% | +10.3% | +15.0% |
| 6M | +23.8% | +38.8% | -15.0% | +14.2% |
| YTD | +4.0% | +55.2% | -51.2% | -6.7% |
| 1Y | -0.8% | +46.6% | -47.4% | -10.0% |
| 3Y | +55.6% | +112.9% | -57.3% | +27.5% |
| 5Y | +72.9% | +144.0% | -71.1% | +36.2% |
| All | +876.0% | +131.8% | +744.2% | +731.9% |
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