+361.0%
ORLY vs ARMK
+146.1%
+215.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.2% |
| 7D | -2.4% | +3.1% | -5.5% | -2.9% |
| 30D | -6.8% | -2.8% | -4.0% | -6.3% |
| 3M | -4.8% | +7.6% | -12.3% | -6.2% |
| 6M | -9.1% | +47.9% | -57.0% | -15.9% |
| YTD | -5.9% | +60.0% | -65.9% | -14.4% |
| 1Y | -20.4% | +52.2% | -72.6% | -27.0% |
| 3Y | +36.6% | +131.4% | -94.8% | +13.9% |
| 5Y | +117.3% | +163.2% | -45.9% | +74.0% |
| All | +361.0% | +146.1% | +215.0% | +274.3% |
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