+408.7%
AEM vs ARMK
+131.4%
+277.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -6.8% | +2.7% | -9.5% | -7.1% |
| 30D | +0.8% | -1.5% | +2.3% | +0.9% |
| 3M | -0.8% | -11.6% | +10.7% | +0.2% |
| 6M | -8.5% | +6.7% | -15.3% | -9.1% |
| YTD | +5.9% | +47.4% | -41.5% | +2.4% |
| 1Y | +6.6% | +41.5% | -34.9% | +3.4% |
| 3Y | +302.2% | +95.5% | +206.7% | +279.0% |
| 5Y | +250.8% | +108.4% | +142.4% | +227.9% |
| All | +408.7% | +131.4% | +277.3% | +348.6% |
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