+52.3%
MSFT vs ARMK
+91.9%
-39.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.4% | -1.7% |
| 7D | +1.7% | -2.6% | +4.3% | +2.0% |
| 30D | +0.2% | -5.2% | +5.4% | +1.0% |
| 3M | +6.4% | -6.5% | +12.9% | +7.4% |
| 6M | +28.7% | +15.3% | +13.4% | +24.6% |
| YTD | +10.4% | +43.6% | -33.2% | +1.5% |
| 1Y | +7.6% | +42.1% | -34.4% | -1.0% |
| 3Y | +52.3% | +94.0% | -41.7% | +32.2% |
| All | +52.3% | +91.9% | -39.6% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling