+60.2%
ROKU vs ARMK
+47.4%
+12.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | -1.3% | -2.4% | +1.1% | -0.8% |
| 30D | +5.9% | 0.0% | +5.8% | +5.8% |
| 3M | +23.9% | +6.7% | +17.2% | +21.3% |
| 6M | +59.6% | +38.8% | +20.7% | +41.6% |
| YTD | +43.4% | +55.2% | -11.8% | +24.0% |
| 1Y | +60.2% | +46.6% | +13.5% | +41.9% |
| All | +60.2% | +47.4% | +12.8% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling