+133.7%
AFL vs ARMK
+148.1%
-14.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.2% | -2.1% |
| 7D | -0.7% | +1.7% | -2.4% | -1.2% |
| 30D | -7.1% | +3.1% | -10.2% | -8.0% |
| 3M | +0.4% | +9.2% | -8.8% | -2.2% |
| 6M | +4.5% | +43.7% | -39.1% | -6.2% |
| YTD | +6.1% | +57.4% | -51.3% | -7.5% |
| 1Y | +10.6% | +51.9% | -41.3% | -2.8% |
| 3Y | +64.0% | +125.4% | -61.4% | +25.4% |
| 5Y | +133.7% | +149.1% | -15.3% | +66.6% |
| All | +133.7% | +148.1% | -14.4% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling