-40.8%
AAL vs ARMK
+96.3%
-137.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.5% | -2.5% | -1.4% |
| 7D | +4.6% | -2.6% | +7.2% | +6.4% |
| 30D | +2.6% | -5.2% | +7.8% | +6.0% |
| 3M | -17.8% | -6.5% | -11.3% | -14.7% |
| 6M | +1.9% | +15.3% | -13.4% | -11.2% |
| YTD | -14.0% | +43.6% | -57.6% | -37.7% |
| 1Y | +0.2% | +42.1% | -41.8% | -26.7% |
| 3Y | +13.0% | +94.0% | -81.0% | -40.3% |
| All | -40.8% | +96.3% | -137.1% | -70.0% |
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