-29.3%
AFRM vs ARMK
+104.5%
-133.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.5% | -6.7% | -6.8% |
| 7D | -7.3% | -2.6% | -4.7% | -5.2% |
| 30D | -9.6% | -5.2% | -4.4% | -5.4% |
| 3M | -11.1% | -6.5% | -4.6% | -6.3% |
| 6M | +3.9% | +15.3% | -11.4% | -13.7% |
| YTD | -8.5% | +43.6% | -52.1% | -40.2% |
| 1Y | +3.3% | +42.1% | -38.8% | -31.9% |
| 3Y | +213.7% | +94.0% | +119.7% | +32.6% |
| 5Y | -58.5% | +96.3% | -154.8% | -82.7% |
| All | -29.3% | +104.5% | -133.9% | -69.6% |
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 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