+241.5%
SOXX vs ARMK
+152.7%
+88.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.5% | -2.6% |
| 7D | +3.0% | -0.9% | +3.9% | +3.5% |
| 30D | -3.1% | -5.9% | +2.8% | 0.0% |
| 3M | -4.4% | +6.7% | -11.1% | -8.0% |
| 6M | +52.9% | +42.5% | +10.3% | +24.5% |
| YTD | +72.0% | +55.1% | +16.9% | +32.9% |
| 1Y | +105.1% | +50.3% | +54.8% | +60.7% |
| 3Y | +220.6% | +122.2% | +98.4% | +92.4% |
| All | +241.5% | +152.7% | +88.8% | +89.6% |
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