+314.7%
ORCL vs ARMK
+299.4%
+15.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.9% | -3.0% | -6.1% |
| 7D | -17.5% | -10.2% | -7.3% | -15.5% |
| 30D | -20.2% | -9.3% | -10.9% | -18.4% |
| 3M | -19.9% | -11.4% | -8.6% | -18.0% |
| 6M | -37.4% | +11.6% | -49.0% | -39.2% |
| YTD | -40.1% | +37.5% | -77.6% | -44.6% |
| 1Y | -53.4% | +34.9% | -88.3% | -56.7% |
| 3Y | +10.4% | +83.4% | -73.0% | -4.9% |
| 5Y | +29.8% | +87.9% | -58.1% | +10.0% |
| 10Y | +249.2% | +117.0% | +132.2% | +197.0% |
| All | +314.7% | +299.4% | +15.3% | +222.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling