+170.3%
WMT vs ARMK
+106.1%
+64.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -2.7% | +2.8% | -5.5% | -3.1% |
| 30D | +11.1% | -1.8% | +12.9% | +11.2% |
| 3M | +11.2% | -10.9% | +22.1% | +12.9% |
| 6M | -1.3% | +21.2% | -22.5% | -4.5% |
| YTD | +13.5% | +47.0% | -33.5% | +6.5% |
| 1Y | +22.5% | +42.9% | -20.4% | +15.4% |
| 3Y | +134.1% | +95.0% | +39.1% | +107.8% |
| 5Y | +170.3% | +106.2% | +64.0% | +134.8% |
| All | +170.3% | +106.1% | +64.1% | +134.8% |
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