+348.2%
AEM vs ARMK
+125.3%
+222.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.7% |
| 7D | +4.3% | +1.7% | +2.6% | +3.9% |
| 30D | +13.1% | +3.1% | +10.0% | +12.2% |
| 3M | +24.8% | +9.2% | +15.6% | +22.2% |
| 6M | -8.2% | +43.7% | -51.9% | -15.8% |
| YTD | +19.8% | +57.4% | -37.5% | +8.2% |
| 1Y | +32.1% | +51.9% | -19.8% | +19.7% |
| 3Y | +348.2% | +125.4% | +222.8% | +267.0% |
| All | +348.2% | +125.3% | +222.9% | +267.0% |
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