-20.6%
ACHR vs ARMK
+107.5%
-128.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.2% | +4.1% | +5.2% |
| 7D | +15.3% | +0.9% | +14.4% | +14.9% |
| 30D | -3.0% | -0.4% | -2.7% | -2.6% |
| 3M | -14.0% | -2.0% | -12.0% | -12.6% |
| 6M | -25.8% | +22.0% | -47.7% | -37.2% |
| YTD | -36.0% | +49.6% | -85.6% | -54.3% |
| 1Y | -41.2% | +46.4% | -87.6% | -57.3% |
| 3Y | -8.6% | +103.2% | -111.8% | -51.4% |
| 5Y | -20.6% | +108.1% | -128.8% | -58.8% |
| All | -20.6% | +107.5% | -128.2% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling