+420.9%
WMT vs ARMK
+350.8%
+70.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | +3.9% | -2.4% | +6.3% | +4.2% |
| 30D | -4.4% | 0.0% | -4.4% | -4.4% |
| 3M | -8.8% | +6.7% | -15.4% | -9.4% |
| 6M | -15.6% | +38.8% | -54.5% | -18.3% |
| YTD | -3.2% | +55.2% | -58.4% | -7.3% |
| 1Y | +7.0% | +46.6% | -39.6% | +3.0% |
| 3Y | +105.3% | +112.9% | -7.6% | +90.1% |
| 5Y | +129.3% | +144.0% | -14.7% | +108.8% |
| 10Y | +423.9% | +132.4% | +291.5% | +404.7% |
| All | +420.9% | +350.8% | +70.0% | +355.0% |
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