-65.4%
AAL vs ARMK
+131.1%
-196.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.2% | +3.2% | +5.1% |
| 7D | +8.3% | +0.9% | +7.3% | +7.6% |
| 30D | +11.0% | -0.4% | +11.3% | +10.7% |
| 3M | -11.2% | -2.0% | -9.2% | -10.9% |
| 6M | +6.1% | +22.0% | -15.9% | -6.4% |
| YTD | -7.6% | +49.6% | -57.2% | -27.6% |
| 1Y | +3.7% | +46.4% | -42.6% | -17.7% |
| 3Y | +20.5% | +103.2% | -82.7% | -21.7% |
| 5Y | -36.4% | +108.1% | -144.5% | -58.8% |
| 10Y | -65.4% | +129.4% | -194.9% | -76.1% |
| All | -65.4% | +131.1% | -196.6% | -76.1% |
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