+559.3%
ROKU vs ARMK
+123.9%
+435.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.6% | -0.6% |
| 7D | -0.4% | +3.1% | -3.5% | -1.6% |
| 30D | +2.1% | -2.8% | +4.9% | +3.1% |
| 3M | +29.5% | +7.6% | +21.9% | +25.6% |
| 6M | +53.8% | +47.9% | +5.9% | +32.2% |
| YTD | +42.8% | +60.0% | -17.2% | +19.1% |
| 1Y | +60.7% | +52.2% | +8.5% | +36.2% |
| 3Y | +83.9% | +131.4% | -47.5% | +33.6% |
| 5Y | -52.8% | +163.2% | -216.0% | -66.3% |
| All | +559.3% | +123.9% | +435.4% | +364.7% |
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 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