-45.3%
AAL vs ARMK
+350.8%
-396.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.7% |
| 7D | -3.7% | -2.4% | -1.3% | -2.5% |
| 30D | -20.8% | 0.0% | -20.8% | -21.0% |
| 3M | -1.3% | +6.7% | -7.9% | -5.0% |
| 6M | +5.4% | +38.8% | -33.4% | -12.9% |
| YTD | -14.4% | +55.2% | -69.5% | -33.8% |
| 1Y | +2.1% | +46.6% | -44.5% | -18.6% |
| 3Y | -10.6% | +112.9% | -123.5% | -43.0% |
| 5Y | -32.2% | +144.0% | -176.2% | -59.1% |
| 10Y | -62.7% | +132.4% | -195.1% | -75.6% |
| All | -45.3% | +350.8% | -396.1% | -69.8% |
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 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