+21.1%
QCOM vs ARMK
+106.4%
-85.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.2% | +1.7% |
| 7D | +5.5% | -0.7% | +6.2% | +5.9% |
| 30D | -1.1% | -1.3% | +0.2% | -0.4% |
| 3M | +7.6% | -2.5% | +10.1% | +8.7% |
| 6M | -20.1% | +20.8% | -40.9% | -29.1% |
| YTD | +3.0% | +48.2% | -45.2% | -19.1% |
| 1Y | +3.2% | +45.7% | -42.5% | -18.3% |
| 3Y | +48.9% | +96.6% | -47.7% | -5.3% |
| 5Y | +21.1% | +106.6% | -85.5% | -30.3% |
| All | +21.1% | +106.4% | -85.4% | -30.3% |
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