+45.0%
AA vs ARMK
+125.8%
-80.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.4% | -3.9% |
| 7D | +1.2% | -0.7% | +2.0% | +1.6% |
| 30D | -5.0% | -1.3% | -3.7% | -4.4% |
| 3M | -22.2% | -2.5% | -19.7% | -21.3% |
| 6M | -36.3% | +20.8% | -57.1% | -42.7% |
| YTD | -24.2% | +48.2% | -72.4% | -39.2% |
| 1Y | +3.9% | +45.7% | -41.9% | -15.9% |
| 3Y | +67.6% | +96.6% | -29.0% | +13.8% |
| 5Y | -8.8% | +106.6% | -115.4% | -39.9% |
| 10Y | +45.0% | +132.6% | -87.6% | -6.4% |
| All | +45.0% | +125.8% | -80.8% | -6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling