+11.2%
QCOM vs ARMK
+96.3%
-85.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.5% | +1.1% | +3.3% |
| 7D | +0.4% | -2.6% | +3.0% | +1.7% |
| 30D | -6.6% | -5.2% | -1.4% | -4.0% |
| 3M | +3.7% | -6.5% | +10.2% | +7.0% |
| 6M | -13.3% | +15.3% | -28.6% | -21.2% |
| YTD | -1.8% | +43.6% | -45.4% | -21.7% |
| 1Y | -2.5% | +42.1% | -44.6% | -21.9% |
| 3Y | +47.0% | +94.0% | -47.0% | -6.1% |
| All | +11.2% | +96.3% | -85.1% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling