+184.8%
SOXL vs ARMK
+146.8%
+38.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +3.9% |
| 7D | +18.4% | +0.3% | +18.0% | +17.6% |
| 30D | -3.2% | +2.4% | -5.5% | -7.8% |
| 3M | -37.6% | +6.1% | -43.6% | -43.9% |
| 6M | +136.1% | +41.8% | +94.3% | +28.3% |
| YTD | +199.5% | +55.5% | +143.9% | +37.8% |
| 1Y | +363.2% | +49.6% | +313.6% | +123.5% |
| 3Y | +496.5% | +122.8% | +373.7% | +43.1% |
| 5Y | +184.8% | +151.0% | +33.8% | -30.7% |
| All | +184.8% | +146.8% | +38.0% | -30.7% |
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