+4.2%
TEVA vs ARMK
+351.9%
-347.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | +2.0% | +2.4% | -0.4% | +1.1% |
| 3M | +7.0% | +6.1% | +0.9% | +4.8% |
| 6M | +17.0% | +41.8% | -24.8% | +4.1% |
| YTD | +18.1% | +55.5% | -37.5% | +1.7% |
| 1Y | +87.2% | +49.6% | +37.7% | +63.1% |
| 3Y | +283.1% | +122.8% | +160.3% | +186.6% |
| 5Y | +298.4% | +151.0% | +147.4% | +182.3% |
| 10Y | -23.4% | +137.9% | -161.4% | -46.1% |
| All | +4.2% | +351.9% | -347.7% | -32.2% |
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