+955.4%
ORLY vs ARMK
+350.8%
+604.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | -0.7% | -2.4% | +1.7% | -0.2% |
| 30D | -5.9% | 0.0% | -6.0% | -6.1% |
| 3M | -0.6% | +6.7% | -7.2% | -2.0% |
| 6M | -6.8% | +38.8% | -45.6% | -13.0% |
| YTD | -3.6% | +55.2% | -58.8% | -12.2% |
| 1Y | -16.3% | +46.6% | -62.9% | -23.0% |
| 3Y | +39.1% | +112.9% | -73.7% | +17.0% |
| 5Y | +125.4% | +144.0% | -18.5% | +81.2% |
| 10Y | +366.5% | +132.4% | +234.1% | +271.2% |
| All | +955.4% | +350.8% | +604.5% | +666.0% |
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