+268.5%
TECH vs ARMK
+350.8%
-82.3%
-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% | +0.8% | +0.2% |
| 7D | +0.1% | -2.4% | +2.5% | +0.7% |
| 30D | +0.7% | 0.0% | +0.7% | +0.6% |
| 3M | +36.3% | +6.7% | +29.7% | +34.0% |
| 6M | +25.6% | +38.8% | -13.2% | +15.0% |
| YTD | +23.7% | +55.2% | -31.5% | +10.2% |
| 1Y | +37.6% | +46.6% | -9.0% | +24.3% |
| 3Y | -6.6% | +112.9% | -119.5% | -23.0% |
| 5Y | -42.2% | +144.0% | -186.2% | -54.0% |
| 10Y | +187.6% | +132.4% | +55.2% | +132.6% |
| All | +268.5% | +350.8% | -82.3% | +162.2% |
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