+244.1%
AG vs ARMK
+101.3%
+142.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.2% | +0.5% | +3.0% |
| 7D | +10.8% | +0.9% | +9.9% | +10.2% |
| 30D | -8.2% | -0.4% | -7.8% | -8.1% |
| 3M | -13.7% | -2.0% | -11.7% | -13.3% |
| 6M | -27.3% | +22.0% | -49.2% | -33.4% |
| YTD | -4.6% | +49.6% | -54.2% | -18.9% |
| 1Y | +39.4% | +46.4% | -7.0% | +19.3% |
| 3Y | +244.1% | +103.2% | +140.9% | +164.1% |
| All | +244.1% | +101.3% | +142.8% | +164.1% |
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