-25.0%
TEVA vs ARMK
+146.1%
-171.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.1% | +1.0% |
| 7D | +2.0% | +3.1% | -1.1% | +1.0% |
| 30D | +1.0% | -2.8% | +3.7% | +1.8% |
| 3M | +7.3% | +7.6% | -0.3% | +4.6% |
| 6M | +21.7% | +47.9% | -26.2% | +6.9% |
| YTD | +18.8% | +60.0% | -41.2% | +1.4% |
| 1Y | +86.5% | +52.2% | +34.2% | +61.4% |
| 3Y | +269.4% | +131.4% | +138.0% | +172.7% |
| 5Y | +303.6% | +163.2% | +140.4% | +181.2% |
| All | -25.0% | +146.1% | -171.0% | -44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling