+67.9%
AG vs ARMK
+148.1%
-80.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.5% | -1.6% |
| 7D | +4.5% | +1.7% | +2.8% | +3.8% |
| 30D | +12.9% | +3.1% | +9.7% | +11.3% |
| 3M | +20.9% | +9.2% | +11.7% | +16.7% |
| 6M | -19.5% | +43.7% | -63.2% | -30.5% |
| YTD | +24.8% | +57.4% | -32.6% | +4.6% |
| 1Y | +120.2% | +51.9% | +68.4% | +86.5% |
| 3Y | +279.0% | +125.4% | +153.6% | +169.6% |
| 5Y | +67.9% | +149.1% | -81.2% | +13.7% |
| All | +67.9% | +148.1% | -80.2% | +13.7% |
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