+1,007.0%
ORLY vs ARMK
+328.3%
+678.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +2.6% | +2.7% | -0.1% | +2.0% |
| 30D | +6.3% | -1.5% | +7.8% | +6.4% |
| 3M | -0.4% | -11.6% | +11.1% | +1.7% |
| 6M | +2.8% | +6.7% | -4.0% | +1.0% |
| YTD | +1.1% | +47.4% | -46.3% | -7.2% |
| 1Y | -6.3% | +41.5% | -47.7% | -13.3% |
| 3Y | +38.9% | +95.5% | -56.7% | +18.5% |
| 5Y | +113.1% | +108.4% | +4.7% | +76.6% |
| 10Y | +426.2% | +132.3% | +294.0% | +315.7% |
| All | +1,007.0% | +328.3% | +678.7% | +709.4% |
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