-56.9%
AFRM vs ARMK
+107.5%
-164.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -5.1% |
| 7D | -7.5% | +0.9% | -8.5% | -9.3% |
| 30D | -15.7% | -0.4% | -15.3% | -16.5% |
| 3M | -9.6% | -2.0% | -7.6% | -9.7% |
| 6M | +6.3% | +22.0% | -15.7% | -21.0% |
| YTD | -8.6% | +49.6% | -58.2% | -48.3% |
| 1Y | -7.6% | +46.4% | -53.9% | -46.4% |
| 3Y | +173.7% | +103.2% | +70.4% | -16.1% |
| 5Y | -56.9% | +108.1% | -165.0% | -87.5% |
| All | -56.9% | +107.5% | -164.4% | -87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling