+469.6%
ORCL vs ARMK
+350.8%
+118.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.3% |
| 7D | +5.3% | -2.4% | +7.7% | +5.8% |
| 30D | +10.0% | 0.0% | +9.9% | +9.8% |
| 3M | -32.6% | +6.7% | -39.2% | -33.7% |
| 6M | +4.9% | +38.8% | -33.9% | -2.8% |
| YTD | -17.8% | +55.2% | -72.9% | -25.8% |
| 1Y | -28.0% | +46.6% | -74.6% | -34.4% |
| 3Y | +36.0% | +112.9% | -76.9% | +13.3% |
| 5Y | +88.7% | +144.0% | -55.2% | +51.8% |
| 10Y | +346.9% | +132.4% | +214.5% | +276.2% |
| All | +469.6% | +350.8% | +118.8% | +332.0% |
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