+21.3%
ADM vs ARMK
+41.1%
-19.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.6% |
| 7D | -8.3% | -5.8% | -2.5% | -8.0% |
| 30D | -14.1% | -5.3% | -8.9% | -13.8% |
| 3M | -10.7% | -6.7% | -4.0% | -10.4% |
| 6M | -5.9% | +17.4% | -23.3% | -9.0% |
| YTD | +25.8% | +43.0% | -17.3% | +15.0% |
| 1Y | +21.3% | +40.3% | -19.0% | +11.4% |
| All | +21.3% | +41.1% | -19.8% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling