+51.8%
TEL vs ARMK
+146.8%
-95.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.4% |
| 7D | +1.2% | +0.3% | +0.9% | +1.1% |
| 30D | -4.1% | +2.4% | -6.5% | -5.2% |
| 3M | -2.6% | +6.1% | -8.6% | -5.4% |
| 6M | 0.0% | +41.8% | -41.7% | -15.0% |
| YTD | -9.1% | +55.5% | -64.6% | -26.2% |
| 1Y | -0.8% | +49.6% | -50.4% | -18.3% |
| 3Y | +67.4% | +122.8% | -55.4% | +9.4% |
| 5Y | +51.8% | +151.0% | -99.2% | -9.9% |
| All | +51.8% | +146.8% | -95.1% | -9.9% |
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 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