+275.4%
ORCL vs ARMK
+131.1%
+144.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +10.4% | +7.1% | +3.3% | +8.8% |
| 30D | -11.2% | -1.6% | -9.6% | -10.9% |
| 3M | -16.8% | -10.5% | -6.2% | -14.9% |
| 6M | -31.5% | +11.8% | -43.3% | -33.2% |
| YTD | -33.9% | +47.3% | -81.2% | -39.5% |
| 1Y | -43.3% | +41.5% | -84.7% | -47.7% |
| 3Y | +16.5% | +95.3% | -78.9% | -0.4% |
| 5Y | +45.4% | +108.1% | -62.8% | +21.6% |
| All | +275.4% | +131.1% | +144.3% | +236.5% |
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