-29.6%
AFRM vs ARMK
+109.4%
-139.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.7% |
| 7D | -10.3% | +2.8% | -13.0% | -13.0% |
| 30D | -13.7% | -1.8% | -12.0% | -13.1% |
| 3M | -11.6% | -10.9% | -0.7% | -1.6% |
| 6M | +2.1% | +21.2% | -19.1% | -19.6% |
| YTD | -8.9% | +47.0% | -55.9% | -42.0% |
| 1Y | -9.7% | +42.9% | -52.6% | -40.9% |
| 3Y | +202.5% | +95.0% | +107.5% | +28.2% |
| 5Y | -55.3% | +106.2% | -161.5% | -81.9% |
| All | -29.6% | +109.4% | -139.0% | -70.5% |
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