-17.4%
AA vs ARMK
+106.7%
-124.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.5% | +2.7% | -2.2% | -1.1% |
| 30D | -0.6% | -1.5% | +0.9% | +0.2% |
| 3M | -19.7% | -11.6% | -8.1% | -13.4% |
| 6M | -41.6% | +6.7% | -48.3% | -44.4% |
| YTD | -24.6% | +47.4% | -72.1% | -42.6% |
| 1Y | +4.9% | +41.5% | -36.6% | -18.0% |
| 3Y | +66.8% | +95.5% | -28.7% | 0.0% |
| All | -17.4% | +106.7% | -124.1% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling