+102.6%
ADM vs ARMK
+131.1%
-28.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -1.1% |
| 7D | -7.8% | +0.9% | -8.7% | -8.1% |
| 30D | -12.6% | -0.4% | -12.2% | -12.7% |
| 3M | -8.2% | -2.0% | -6.3% | -8.2% |
| 6M | -8.9% | +22.0% | -30.9% | -13.6% |
| YTD | +24.0% | +49.6% | -25.6% | +11.8% |
| 1Y | +26.2% | +46.4% | -20.2% | +14.3% |
| 3Y | +7.0% | +103.2% | -96.2% | -11.5% |
| 5Y | +24.9% | +108.1% | -83.3% | +1.0% |
| 10Y | +102.6% | +129.4% | -26.8% | +61.4% |
| All | +102.6% | +131.1% | -28.5% | +61.4% |
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 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