+148.1%
ADM vs ARMK
+317.2%
-169.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -1.7% |
| 7D | -9.0% | -2.6% | -6.4% | -8.5% |
| 30D | -14.0% | -5.2% | -8.8% | -13.1% |
| 3M | -9.2% | -6.5% | -2.6% | -8.1% |
| 6M | -9.2% | +15.3% | -24.4% | -12.8% |
| YTD | +24.2% | +43.6% | -19.4% | +12.7% |
| 1Y | +27.0% | +42.1% | -15.1% | +15.4% |
| 3Y | +6.6% | +94.0% | -87.4% | -11.5% |
| 5Y | +25.0% | +96.3% | -71.3% | +1.5% |
| 10Y | +100.2% | +126.7% | -26.4% | +53.1% |
| All | +148.1% | +317.2% | -169.1% | +71.2% |
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