+156.3%
ACN vs ARMK
+131.1%
+25.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.2% | -6.5% | -3.5% |
| 7D | -2.5% | +0.9% | -3.4% | -3.0% |
| 30D | +22.6% | -0.4% | +23.0% | +22.1% |
| 3M | +45.9% | -2.0% | +47.9% | +45.7% |
| 6M | +43.8% | +22.0% | +21.9% | +34.1% |
| YTD | -2.5% | +49.6% | -52.1% | -14.7% |
| 1Y | +6.5% | +46.4% | -39.9% | -6.3% |
| 3Y | -14.2% | +103.2% | -117.4% | -32.3% |
| 5Y | -24.4% | +108.1% | -132.6% | -41.5% |
| 10Y | +156.3% | +129.4% | +26.9% | +87.7% |
| All | +156.3% | +131.1% | +25.2% | +87.7% |
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