+330.4%
ACGL vs ARMK
+125.8%
+204.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.9% | +1.3% |
| 7D | +1.3% | -0.7% | +2.0% | +1.3% |
| 30D | +14.2% | -1.3% | +15.5% | +14.2% |
| 3M | +11.1% | -2.5% | +13.6% | +11.2% |
| 6M | +16.4% | +20.8% | -4.4% | +8.0% |
| YTD | +13.8% | +48.2% | -34.4% | -1.9% |
| 1Y | +21.6% | +45.7% | -24.2% | +5.3% |
| 3Y | +33.5% | +96.6% | -63.0% | +2.4% |
| 5Y | +174.8% | +106.6% | +68.3% | +102.0% |
| 10Y | +330.4% | +132.6% | +197.8% | +209.1% |
| All | +330.4% | +125.8% | +204.6% | +209.1% |
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