+29.8%
AEM vs ARMK
+49.9%
-20.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | -5.0% | -0.9% | -4.1% | -4.9% |
| 30D | +8.5% | -5.9% | +14.4% | +9.9% |
| 3M | +29.3% | +6.7% | +22.6% | +26.9% |
| 6M | -12.9% | +42.5% | -55.5% | -21.0% |
| YTD | +16.8% | +55.1% | -38.4% | +8.2% |
| 1Y | +29.8% | +50.3% | -20.5% | +16.7% |
| All | +29.8% | +49.9% | -20.1% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling