+439.4%
ACGL vs ARMK
+350.8%
+88.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.5% |
| 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% | +8.5% |
| 6M | -0.3% | +38.8% | -39.1% | -10.9% |
| YTD | +2.3% | +55.2% | -52.9% | -12.2% |
| 1Y | +6.4% | +46.6% | -40.2% | -7.1% |
| 3Y | +34.0% | +112.9% | -78.9% | +1.5% |
| 5Y | +161.6% | +144.0% | +17.7% | +85.0% |
| 10Y | +278.6% | +132.4% | +146.2% | +163.3% |
| All | +439.4% | +350.8% | +88.5% | +237.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling