+376.1%
AEM vs ARMK
+134.7%
+241.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.5% |
| 7D | +3.0% | +0.3% | +2.7% | +3.0% |
| 30D | +12.5% | +2.4% | +10.1% | +12.2% |
| 3M | +26.9% | +6.1% | +20.9% | +26.2% |
| 6M | -9.4% | +41.8% | -51.2% | -12.3% |
| YTD | +20.3% | +55.5% | -35.3% | +15.6% |
| 1Y | +33.8% | +49.6% | -15.8% | +28.8% |
| 3Y | +349.8% | +122.8% | +227.0% | +318.7% |
| 5Y | +301.0% | +151.0% | +150.0% | +270.2% |
| 10Y | +376.1% | +138.0% | +238.1% | +330.7% |
| All | +376.1% | +134.7% | +241.3% | +330.7% |
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