+32.5%
ACGL vs ARMK
+91.9%
-59.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.5% | -7.4% | -3.8% |
| 7D | +0.9% | -2.6% | +3.5% | +1.3% |
| 30D | +13.7% | -5.2% | +18.9% | +14.7% |
| 3M | +8.0% | -6.5% | +14.6% | +9.2% |
| 6M | +13.3% | +15.3% | -2.0% | +8.4% |
| YTD | +11.8% | +43.6% | -31.8% | +0.5% |
| 1Y | +22.2% | +42.1% | -19.8% | +10.1% |
| 3Y | +32.5% | +94.0% | -61.5% | +13.6% |
| All | +32.5% | +91.9% | -59.5% | +13.6% |
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