+229.9%
AFRM vs ARMK
+114.7%
+115.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.8% | -2.0% |
| 7D | -7.0% | -2.4% | -4.6% | -5.2% |
| 30D | -7.8% | 0.0% | -7.8% | -8.1% |
| 3M | +5.3% | +6.7% | -1.3% | -0.1% |
| 6M | +42.6% | +38.8% | +3.8% | +8.9% |
| YTD | -2.8% | +55.2% | -58.0% | -31.9% |
| 1Y | -19.3% | +46.6% | -65.9% | -40.9% |
| All | +229.9% | +114.7% | +115.2% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling