+215.7%
ACN vs ARMK
+350.8%
-135.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | -1.5% | -2.4% | +0.9% | -0.8% |
| 30D | +9.4% | 0.0% | +9.3% | +9.1% |
| 3M | +5.6% | +6.7% | -1.0% | +3.3% |
| 6M | -9.3% | +38.8% | -48.1% | -18.5% |
| YTD | -29.0% | +55.2% | -84.2% | -38.4% |
| 1Y | -24.7% | +46.6% | -71.3% | -33.5% |
| 3Y | -39.8% | +112.9% | -152.7% | -53.2% |
| 5Y | -40.9% | +144.0% | -184.9% | -56.3% |
| 10Y | +91.1% | +132.4% | -41.3% | +36.5% |
| All | +215.7% | +350.8% | -135.1% | +101.8% |
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