-41.0%
TECH vs ARMK
+106.6%
-147.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.2% | +7.1% | -6.9% | -2.7% |
| 30D | +0.5% | -1.6% | +2.1% | +0.8% |
| 3M | +1.0% | -10.5% | +11.5% | +5.4% |
| 6M | +54.1% | +11.8% | +42.3% | +44.5% |
| YTD | +24.4% | +47.3% | -22.9% | +1.6% |
| 1Y | +19.3% | +41.5% | -22.2% | -0.8% |
| 3Y | +28.5% | +95.3% | -66.8% | -9.7% |
| 5Y | -41.0% | +108.1% | -149.1% | -62.7% |
| All | -41.0% | +106.6% | -147.5% | -62.7% |
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