+342.5%
AFL vs ARMK
+131.4%
+211.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +2.9% | +2.7% | +0.2% | +1.9% |
| 30D | +8.0% | -1.5% | +9.4% | +8.1% |
| 3M | +5.9% | -11.6% | +17.5% | +10.1% |
| 6M | +11.6% | +6.7% | +4.9% | +8.0% |
| YTD | +17.5% | +47.4% | -29.9% | +0.3% |
| 1Y | +13.3% | +41.5% | -28.2% | -1.9% |
| 3Y | +67.0% | +95.5% | -28.5% | +24.9% |
| 5Y | +150.6% | +108.4% | +42.3% | +77.7% |
| All | +342.5% | +131.4% | +211.1% | +182.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling