+522.7%
WMT vs ARMK
+328.3%
+194.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +2.0% | +2.7% | -0.6% | +1.8% |
| 30D | +10.3% | -1.5% | +11.7% | +10.3% |
| 3M | +11.0% | -11.6% | +22.5% | +12.1% |
| 6M | -2.3% | +6.7% | -9.1% | -3.1% |
| YTD | +15.7% | +47.4% | -31.7% | +11.2% |
| 1Y | +26.0% | +41.5% | -15.5% | +21.5% |
| 3Y | +136.5% | +95.5% | +41.0% | +120.6% |
| 5Y | +176.8% | +108.4% | +68.5% | +155.2% |
| 10Y | +537.5% | +132.3% | +405.3% | +509.2% |
| All | +522.7% | +328.3% | +194.4% | +445.9% |
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