+861.5%
AEM vs ARMK
+350.8%
+510.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -0.5% | -2.4% | +1.9% | -0.3% |
| 30D | +24.0% | 0.0% | +24.0% | +24.0% |
| 3M | +16.1% | +6.7% | +9.4% | +15.5% |
| 6M | -11.6% | +38.8% | -50.4% | -13.7% |
| YTD | +21.5% | +55.2% | -33.6% | +17.8% |
| 1Y | +39.2% | +46.6% | -7.4% | +35.3% |
| 3Y | +347.4% | +112.9% | +234.5% | +324.6% |
| 5Y | +290.1% | +144.0% | +146.2% | +268.0% |
| 10Y | +357.8% | +132.4% | +225.4% | +304.8% |
| All | +861.5% | +350.8% | +510.6% | +823.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling