-59.6%
ACHR vs ARMK
+110.3%
-169.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.0% | -7.0% |
| 7D | -9.2% | +2.7% | -11.9% | -10.7% |
| 30D | -1.0% | -1.5% | +0.5% | +0.2% |
| 3M | -42.2% | -11.6% | -30.6% | -37.4% |
| 6M | -38.2% | +6.7% | -44.9% | -41.1% |
| YTD | -46.4% | +47.4% | -93.8% | -59.3% |
| 1Y | -49.4% | +41.5% | -90.9% | -60.4% |
| 3Y | -22.5% | +95.5% | -118.0% | -52.1% |
| 5Y | -29.8% | +108.4% | -138.2% | -60.0% |
| All | -59.6% | +110.3% | -169.9% | -78.0% |
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