+562.1%
ROKU vs ARMK
+117.1%
+445.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | -1.3% | -2.4% | +1.1% | -0.5% |
| 30D | +5.9% | 0.0% | +5.8% | +5.6% |
| 3M | +23.9% | +6.7% | +17.2% | +20.5% |
| 6M | +59.6% | +38.8% | +20.7% | +40.3% |
| YTD | +43.4% | +55.2% | -11.8% | +21.0% |
| 1Y | +60.2% | +46.6% | +13.5% | +37.6% |
| 3Y | +90.4% | +112.9% | -22.5% | +42.4% |
| 5Y | -54.5% | +144.0% | -198.5% | -66.9% |
| All | +562.1% | +117.1% | +445.0% | +372.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling