+274.0%
ACGL vs ARMK
+131.6%
+142.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.4% |
| 7D | -0.7% | -2.4% | +1.7% | 0.0% |
| 30D | -1.0% | 0.0% | -1.0% | -1.2% |
| 3M | +11.0% | +6.7% | +4.4% | +8.4% |
| 6M | -0.3% | +38.8% | -39.1% | -11.3% |
| YTD | +2.3% | +55.2% | -52.9% | -12.7% |
| 1Y | +6.4% | +46.6% | -40.2% | -7.6% |
| 3Y | +34.0% | +112.9% | -78.9% | +0.3% |
| 5Y | +161.6% | +144.0% | +17.7% | +81.9% |
| All | +274.0% | +131.6% | +142.4% | +169.4% |
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