-52.8%
ACHR vs ARMK
+111.4%
-164.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.1% | -1.5% |
| 7D | +14.0% | -0.7% | +14.8% | +14.9% |
| 30D | -5.0% | -1.3% | -3.7% | -4.0% |
| 3M | -24.8% | -2.5% | -22.3% | -23.4% |
| 6M | -27.3% | +20.8% | -48.1% | -36.5% |
| YTD | -37.4% | +48.2% | -85.6% | -52.6% |
| 1Y | -44.3% | +45.7% | -90.0% | -57.3% |
| 3Y | -5.2% | +96.6% | -101.8% | -41.6% |
| 5Y | -20.8% | +106.6% | -127.4% | -54.9% |
| All | -52.8% | +111.4% | -164.2% | -74.3% |
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