+74.6%
AG vs ARMK
+134.7%
-60.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.2% | +2.3% |
| 7D | -0.1% | +0.3% | -0.4% | -0.2% |
| 30D | +12.5% | +2.4% | +10.1% | +11.8% |
| 3M | +28.2% | +6.1% | +22.1% | +26.6% |
| 6M | -18.8% | +41.8% | -60.6% | -24.3% |
| YTD | +27.4% | +55.5% | -28.2% | +17.0% |
| 1Y | +132.2% | +49.6% | +82.6% | +114.5% |
| 3Y | +286.9% | +122.8% | +164.1% | +231.2% |
| 5Y | +72.8% | +151.0% | -78.2% | +44.8% |
| 10Y | +74.6% | +138.0% | -63.4% | +45.9% |
| All | +74.6% | +134.7% | -60.1% | +45.9% |
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