-42.4%
TECH vs ARMK
+144.6%
-187.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.3% |
| 7D | +0.1% | -2.4% | +2.5% | +1.1% |
| 30D | +0.7% | 0.0% | +0.7% | +0.4% |
| 3M | +36.3% | +6.7% | +29.7% | +32.2% |
| 6M | +25.6% | +38.8% | -13.2% | +7.3% |
| YTD | +23.7% | +55.2% | -31.5% | +0.3% |
| 1Y | +37.6% | +46.6% | -9.0% | +14.4% |
| 3Y | -6.6% | +112.9% | -119.5% | -35.1% |
| All | -42.4% | +144.6% | -187.0% | -63.3% |
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