-1.7%
TEL vs ARMK
+49.9%
-51.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | +0.1% |
| 7D | -2.3% | -0.9% | -1.4% | -2.0% |
| 30D | -6.1% | -5.9% | -0.1% | -4.2% |
| 3M | +1.7% | +6.7% | -5.0% | -0.5% |
| 6M | +1.6% | +42.5% | -40.9% | -9.4% |
| YTD | -9.1% | +55.1% | -64.2% | -19.1% |
| 1Y | -1.7% | +50.3% | -52.0% | -12.1% |
| All | -1.7% | +49.9% | -51.6% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling