+71.5%
AG vs ARMK
+334.6%
-263.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.2% | +0.5% | +4.0% |
| 7D | +10.8% | +0.9% | +9.9% | +10.6% |
| 30D | -8.2% | -0.4% | -7.8% | -8.1% |
| 3M | -13.7% | -2.0% | -11.7% | -13.5% |
| 6M | -27.3% | +22.0% | -49.2% | -29.8% |
| YTD | -4.6% | +49.6% | -54.2% | -10.7% |
| 1Y | +39.4% | +46.4% | -7.0% | +30.8% |
| 3Y | +244.1% | +103.2% | +140.9% | +206.2% |
| 5Y | +16.8% | +108.1% | -91.4% | +2.7% |
| 10Y | +71.7% | +129.4% | -57.7% | +42.8% |
| All | +71.5% | +334.6% | -263.1% | +54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling