+26.0%
TECH vs ARMK
+91.9%
-66.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.5% | -4.3% | -1.4% |
| 7D | +0.2% | -2.6% | +2.8% | +1.0% |
| 30D | +0.3% | -5.2% | +5.5% | +2.0% |
| 3M | +1.3% | -6.5% | +7.8% | +3.2% |
| 6M | +54.0% | +15.3% | +38.7% | +43.0% |
| YTD | +24.3% | +43.6% | -19.3% | +4.0% |
| 1Y | +25.8% | +42.1% | -16.2% | +5.7% |
| 3Y | +26.0% | +94.0% | -68.0% | +0.6% |
| All | +26.0% | +91.9% | -66.0% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling