+295.8%
AFL vs ARMK
+146.1%
+149.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.4% | -0.4% |
| 7D | -1.6% | +3.1% | -4.8% | -2.8% |
| 30D | -4.0% | -2.8% | -1.2% | -3.1% |
| 3M | -0.5% | +7.6% | -8.1% | -3.4% |
| 6M | +6.5% | +47.9% | -41.4% | -8.4% |
| YTD | +6.2% | +60.0% | -53.8% | -11.6% |
| 1Y | +8.3% | +52.2% | -44.0% | -8.3% |
| 3Y | +62.5% | +131.4% | -68.9% | +14.5% |
| 5Y | +136.2% | +163.2% | -27.1% | +53.4% |
| All | +295.8% | +146.1% | +149.8% | +148.7% |
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 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