+61.5%
AG vs ARMK
+330.5%
-269.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -4.9% | -5.7% |
| 7D | +6.0% | -0.7% | +6.7% | +6.0% |
| 30D | -13.5% | -1.3% | -12.2% | -13.3% |
| 3M | -20.7% | -2.5% | -18.2% | -20.4% |
| 6M | -31.5% | +20.8% | -52.3% | -33.8% |
| YTD | -10.1% | +48.2% | -58.3% | -15.8% |
| 1Y | +26.0% | +45.7% | -19.7% | +18.4% |
| 3Y | +228.9% | +96.6% | +132.3% | +194.1% |
| 5Y | +8.7% | +106.6% | -97.9% | -4.3% |
| 10Y | +71.9% | +132.6% | -60.7% | +43.6% |
| All | +61.5% | +330.5% | -269.1% | +45.6% |
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