+2,552.1%
SOXX vs ARMK
+351.9%
+2,200.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +1.1% |
| 7D | +6.1% | +0.3% | +5.8% | +6.0% |
| 30D | +0.5% | +2.4% | -1.9% | -0.5% |
| 3M | -5.3% | +6.1% | -11.4% | -7.5% |
| 6M | +58.3% | +41.8% | +16.6% | +38.9% |
| YTD | +76.8% | +55.5% | +21.3% | +49.8% |
| 1Y | +114.6% | +49.6% | +65.0% | +83.9% |
| 3Y | +229.6% | +122.8% | +106.9% | +143.5% |
| 5Y | +257.3% | +151.0% | +106.3% | +153.8% |
| 10Y | +1,583.2% | +137.9% | +1,445.3% | +1,099.1% |
| All | +2,552.1% | +351.9% | +2,200.2% | +1,584.5% |
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