+61.0%
AA vs ARMK
+47.4%
+13.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.8% |
| 7D | -0.7% | -2.4% | +1.7% | +0.1% |
| 30D | +5.0% | 0.0% | +5.0% | +4.8% |
| 3M | -35.8% | +6.7% | -42.5% | -37.1% |
| 6M | -18.4% | +38.8% | -57.2% | -27.7% |
| YTD | -5.5% | +55.2% | -60.7% | -19.9% |
| 1Y | +61.0% | +46.6% | +14.3% | +40.8% |
| All | +61.0% | +47.4% | +13.6% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling