+331.1%
ACGL vs ARMK
+123.7%
+207.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.5% | -7.4% | -4.4% |
| 7D | +0.9% | -2.6% | +3.5% | +1.6% |
| 30D | +13.7% | -5.2% | +18.9% | +15.3% |
| 3M | +8.0% | -6.5% | +14.6% | +9.7% |
| 6M | +13.3% | +15.3% | -2.0% | +6.8% |
| YTD | +11.8% | +43.6% | -31.8% | -2.5% |
| 1Y | +22.2% | +42.1% | -19.8% | +6.9% |
| 3Y | +32.5% | +94.0% | -61.5% | +2.0% |
| 5Y | +160.2% | +96.3% | +63.9% | +94.6% |
| All | +331.1% | +123.7% | +207.4% | +213.3% |
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