+36.5%
ACGL vs ARMK
+83.8%
-47.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +0.7% |
| 7D | +6.4% | -10.2% | +16.6% | +8.7% |
| 30D | +16.6% | -9.3% | +25.9% | +18.7% |
| 3M | +11.6% | -11.4% | +23.0% | +14.0% |
| 6M | +17.5% | +11.6% | +5.8% | +13.1% |
| YTD | +15.3% | +37.5% | -22.2% | +4.5% |
| 1Y | +26.3% | +34.9% | -8.6% | +15.1% |
| All | +36.5% | +83.8% | -47.2% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling