+22.2%
ACI vs ARMK
+288.6%
-266.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -3.4% |
| 7D | -2.6% | +1.7% | -4.3% | -2.7% |
| 30D | +1.1% | +3.1% | -2.0% | +0.9% |
| 3M | -23.6% | +9.2% | -32.9% | -24.1% |
| 6M | -29.9% | +43.7% | -73.6% | -31.6% |
| YTD | -26.9% | +57.4% | -84.2% | -29.1% |
| 1Y | -34.2% | +51.9% | -86.1% | -36.1% |
| 3Y | -43.6% | +125.4% | -169.0% | -46.8% |
| 5Y | -42.4% | +149.1% | -191.5% | -45.9% |
| All | +22.2% | +288.6% | -266.4% | +12.8% |
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 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