+17.6%
AFL vs ARMK
+41.1%
-23.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | +1.4% |
| 7D | +2.9% | -5.8% | +8.7% | +3.5% |
| 30D | +11.5% | -5.3% | +16.7% | +12.0% |
| 3M | +0.6% | -6.7% | +7.4% | +1.2% |
| 6M | +11.7% | +17.4% | -5.7% | +8.0% |
| YTD | +15.4% | +43.0% | -27.6% | +5.4% |
| 1Y | +17.6% | +40.3% | -22.8% | +7.9% |
| All | +17.6% | +41.1% | -23.5% | +7.9% |
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