+10.2%
ORCL vs ARMK
+91.9%
-81.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.5% | -3.6% | -0.4% |
| 7D | -11.2% | -2.6% | -8.5% | -10.5% |
| 30D | -18.8% | -5.2% | -13.6% | -17.7% |
| 3M | -18.8% | -6.5% | -12.3% | -17.5% |
| 6M | -39.7% | +15.3% | -55.0% | -42.3% |
| YTD | -39.6% | +43.6% | -83.2% | -46.3% |
| 1Y | -51.7% | +42.1% | -93.8% | -57.0% |
| 3Y | +10.2% | +94.0% | -83.8% | -12.1% |
| All | +10.2% | +91.9% | -81.7% | -12.1% |
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 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