+91.5%
AA vs ARMK
+317.2%
-225.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.5% | -1.5% | +0.6% |
| 7D | +0.9% | -2.6% | +3.5% | +2.2% |
| 30D | -6.7% | -5.2% | -1.5% | -4.2% |
| 3M | -16.3% | -6.5% | -9.8% | -13.6% |
| 6M | -37.1% | +15.3% | -52.4% | -42.0% |
| YTD | -25.0% | +43.6% | -68.6% | -38.7% |
| 1Y | +8.6% | +42.1% | -33.5% | -10.7% |
| 3Y | +57.2% | +94.0% | -36.8% | +8.2% |
| 5Y | -13.0% | +96.3% | -109.3% | -40.7% |
| 10Y | +65.5% | +126.7% | -61.1% | +3.9% |
| All | +91.5% | +317.2% | -225.7% | +4.7% |
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