+250.3%
QCOM vs ARMK
+131.6%
+118.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +3.3% | -2.4% | +5.7% | +4.1% |
| 30D | +7.7% | 0.0% | +7.7% | +7.4% |
| 3M | -30.1% | +6.7% | -36.7% | -31.8% |
| 6M | +22.8% | +38.8% | -16.0% | +8.5% |
| YTD | +0.2% | +55.2% | -55.0% | -15.0% |
| 1Y | +7.9% | +46.6% | -38.8% | -6.8% |
| 3Y | +55.8% | +112.9% | -57.1% | +17.7% |
| 5Y | +30.1% | +144.0% | -113.9% | -5.8% |
| All | +250.3% | +131.6% | +118.8% | +165.6% |
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