+29.8%
ORCL vs ARMK
+90.4%
-60.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.9% | -3.0% | -5.7% |
| 7D | -17.5% | -10.2% | -7.3% | -14.6% |
| 30D | -20.2% | -9.3% | -10.9% | -17.6% |
| 3M | -19.9% | -11.4% | -8.6% | -17.0% |
| 6M | -37.4% | +11.6% | -49.0% | -40.1% |
| YTD | -40.1% | +37.5% | -77.6% | -47.0% |
| 1Y | -53.4% | +34.9% | -88.3% | -58.6% |
| 3Y | +10.4% | +83.4% | -73.0% | -14.7% |
| 5Y | +29.8% | +87.9% | -58.1% | -4.2% |
| All | +29.8% | +90.4% | -60.6% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling