-57.6%
AFRM vs ARMK
+90.4%
-147.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -3.9% | -4.0% | -3.2% |
| 7D | -6.9% | -10.2% | +3.3% | +5.5% |
| 30D | -7.0% | -9.3% | +2.3% | +3.6% |
| 3M | -11.2% | -11.4% | +0.2% | +0.7% |
| 6M | +4.3% | +11.6% | -7.4% | -13.4% |
| YTD | -6.4% | +37.5% | -43.9% | -41.1% |
| 1Y | -2.6% | +34.9% | -37.5% | -37.3% |
| 3Y | +210.6% | +83.4% | +127.1% | +9.4% |
| 5Y | -57.6% | +87.9% | -145.5% | -86.2% |
| All | -57.6% | +90.4% | -147.9% | -86.2% |
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