+37.0%
ORLY vs ARMK
+121.1%
-84.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -1.0% | +0.3% | -1.4% | -1.1% |
| 30D | -6.7% | +2.4% | -9.0% | -7.1% |
| 3M | -3.8% | +6.1% | -9.9% | -4.7% |
| 6M | -9.0% | +41.8% | -50.8% | -13.8% |
| YTD | -5.6% | +55.5% | -61.2% | -12.0% |
| 1Y | -19.5% | +49.6% | -69.1% | -24.6% |
| All | +37.0% | +121.1% | -84.1% | +15.2% |
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 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