+534.7%
WMT vs ARMK
+131.1%
+403.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -1.2% | +7.1% | -8.3% | -1.7% |
| 30D | +12.4% | -1.6% | +14.0% | +12.4% |
| 3M | +9.0% | -10.5% | +19.6% | +9.9% |
| 6M | -3.0% | +11.8% | -14.7% | -4.0% |
| YTD | +14.0% | +47.3% | -33.3% | +10.3% |
| 1Y | +23.0% | +41.5% | -18.5% | +19.4% |
| 3Y | +135.1% | +95.3% | +39.8% | +121.9% |
| 5Y | +172.7% | +108.1% | +64.6% | +155.1% |
| All | +534.7% | +131.1% | +403.6% | +546.6% |
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