+344.0%
ACN vs ARMK
+317.2%
+26.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.5% | -6.2% | -3.1% |
| 7D | +0.9% | -2.6% | +3.5% | +1.5% |
| 30D | +33.5% | -5.2% | +38.7% | +35.0% |
| 3M | +53.5% | -6.5% | +60.0% | +55.5% |
| 6M | +52.2% | +15.3% | +37.0% | +44.3% |
| YTD | -0.1% | +43.6% | -43.7% | -11.7% |
| 1Y | +11.0% | +42.1% | -31.0% | -1.6% |
| 3Y | -11.8% | +94.0% | -105.8% | -29.7% |
| 5Y | -22.8% | +96.3% | -119.1% | -39.5% |
| 10Y | +162.4% | +126.7% | +35.8% | +87.4% |
| All | +344.0% | +317.2% | +26.8% | +189.0% |
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