+382.1%
AFL vs ARMK
+350.8%
+31.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | +0.6% | -2.4% | +3.0% | +1.4% |
| 30D | -6.2% | 0.0% | -6.2% | -6.4% |
| 3M | +2.2% | +6.7% | -4.5% | -0.4% |
| 6M | +5.3% | +38.8% | -33.5% | -7.1% |
| YTD | +8.0% | +55.2% | -47.2% | -8.8% |
| 1Y | +10.2% | +46.6% | -36.4% | -5.1% |
| 3Y | +67.1% | +112.9% | -45.8% | +22.4% |
| 5Y | +135.6% | +144.0% | -8.4% | +59.2% |
| 10Y | +299.4% | +132.4% | +166.9% | +151.5% |
| All | +382.1% | +350.8% | +31.3% | +163.3% |
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