-45.1%
AAL vs ARMK
+317.2%
-362.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.5% | -2.5% | -0.6% |
| 7D | +4.6% | -2.6% | +7.2% | +6.0% |
| 30D | +2.6% | -5.2% | +7.8% | +5.2% |
| 3M | -17.8% | -6.5% | -11.3% | -15.4% |
| 6M | +1.9% | +15.3% | -13.4% | -7.3% |
| YTD | -14.0% | +43.6% | -57.6% | -31.0% |
| 1Y | +0.2% | +42.1% | -41.8% | -19.1% |
| 3Y | +13.0% | +94.0% | -81.0% | -24.4% |
| 5Y | -39.6% | +96.3% | -135.8% | -59.5% |
| 10Y | -65.7% | +126.7% | -192.3% | -77.3% |
| All | -45.1% | +317.2% | -362.2% | -68.5% |
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