+7.4%
ADM vs ARMK
+96.4%
-89.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.7% | +7.1% | -6.4% | -0.5% |
| 30D | -14.7% | -1.6% | -13.1% | -14.6% |
| 3M | -10.4% | -10.5% | +0.1% | -8.8% |
| 6M | -10.9% | +11.8% | -22.7% | -13.6% |
| YTD | +26.0% | +47.3% | -21.3% | +14.5% |
| 1Y | +26.5% | +41.5% | -15.0% | +15.9% |
| All | +7.4% | +96.4% | -89.0% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling