-42.7%
ACHR vs ARMK
+121.4%
-164.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.3% |
| 7D | -0.7% | -2.4% | +1.7% | +0.8% |
| 30D | +9.8% | 0.0% | +9.8% | +9.8% |
| 3M | -10.5% | +6.7% | -17.2% | -14.6% |
| 6M | -15.5% | +38.8% | -54.3% | -32.8% |
| YTD | -24.1% | +55.2% | -79.3% | -44.3% |
| 1Y | -32.4% | +46.6% | -79.0% | -48.4% |
| 3Y | -11.6% | +112.9% | -124.5% | -48.4% |
| 5Y | -42.9% | +144.0% | -186.9% | -68.6% |
| All | -42.7% | +121.4% | -164.1% | -69.8% |
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 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