+346.4%
AEM vs ARMK
+101.3%
+245.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.2% | +0.6% | +3.8% |
| 7D | +17.8% | +0.9% | +16.9% | +17.4% |
| 30D | +6.2% | -0.4% | +6.6% | +6.3% |
| 3M | +12.5% | -2.0% | +14.5% | +12.8% |
| 6M | +4.4% | +22.0% | -17.5% | -0.6% |
| YTD | +19.2% | +49.6% | -30.4% | +8.9% |
| 1Y | +25.5% | +46.4% | -20.9% | +15.0% |
| 3Y | +346.4% | +103.2% | +243.2% | +277.7% |
| All | +346.4% | +101.3% | +245.2% | +277.7% |
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 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