+270.5%
TECH vs ARMK
+330.5%
-60.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +0.2% | -0.7% | +0.9% | +0.3% |
| 30D | +0.5% | -1.3% | +1.8% | +0.6% |
| 3M | +1.1% | -2.5% | +3.6% | +1.3% |
| 6M | +51.0% | +20.8% | +30.2% | +43.1% |
| YTD | +24.4% | +48.2% | -23.8% | +11.7% |
| 1Y | +27.4% | +45.7% | -18.3% | +15.0% |
| 3Y | +28.5% | +96.6% | -68.1% | +7.7% |
| 5Y | -40.9% | +106.6% | -147.4% | -51.4% |
| 10Y | +192.5% | +132.6% | +59.9% | +135.5% |
| All | +270.5% | +330.5% | -60.0% | +165.9% |
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