+69.8%
AA vs ARMK
+96.4%
-26.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +5.3% | +7.1% | -1.8% | +1.8% |
| 30D | -2.3% | -1.6% | -0.6% | -1.5% |
| 3M | -20.8% | -10.5% | -10.3% | -16.5% |
| 6M | -39.8% | +11.8% | -51.6% | -43.3% |
| YTD | -23.3% | +47.3% | -70.5% | -38.0% |
| 1Y | +1.8% | +41.5% | -39.6% | -16.0% |
| All | +69.8% | +96.4% | -26.6% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling