+422.8%
AFL vs ARMK
+327.1%
+95.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +1.4% | +2.8% | -1.3% | +0.3% |
| 30D | +9.7% | -1.8% | +11.5% | +9.9% |
| 3M | +5.5% | -10.9% | +16.4% | +9.3% |
| 6M | +11.2% | +21.2% | -10.0% | +2.7% |
| YTD | +17.1% | +47.0% | -29.9% | +0.4% |
| 1Y | +14.0% | +42.9% | -28.8% | -1.3% |
| 3Y | +66.3% | +95.0% | -28.7% | +25.3% |
| 5Y | +152.7% | +106.2% | +46.5% | +81.4% |
| 10Y | +341.3% | +131.6% | +209.7% | +177.9% |
| All | +422.8% | +327.1% | +95.7% | +189.7% |
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