+510.4%
WMT vs ARMK
+330.5%
+179.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | 0.0% |
| 7D | +0.6% | -0.7% | +1.3% | +0.6% |
| 30D | +12.8% | -1.3% | +14.1% | +12.8% |
| 3M | +11.7% | -2.5% | +14.2% | +11.8% |
| 6M | -3.5% | +20.8% | -24.3% | -5.4% |
| YTD | +13.4% | +48.2% | -34.8% | +9.0% |
| 1Y | +23.6% | +45.7% | -22.1% | +18.9% |
| 3Y | +133.9% | +96.6% | +37.3% | +118.0% |
| 5Y | +170.1% | +106.6% | +63.5% | +149.1% |
| 10Y | +523.5% | +132.6% | +390.9% | +496.1% |
| All | +510.4% | +330.5% | +179.9% | +434.9% |
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 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