+29.2%
AGG vs ARMK
+350.8%
-321.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.1% |
| 7D | -0.2% | -2.4% | +2.2% | -0.1% |
| 30D | -0.4% | 0.0% | -0.4% | -0.4% |
| 3M | -0.7% | +6.7% | -7.3% | -0.8% |
| 6M | -1.5% | +38.8% | -40.3% | -2.0% |
| YTD | -0.3% | +55.2% | -55.4% | -0.9% |
| 1Y | +1.3% | +46.6% | -45.3% | +0.7% |
| 3Y | +13.2% | +112.9% | -99.7% | +11.9% |
| 5Y | -1.4% | +144.0% | -145.4% | -2.8% |
| 10Y | +14.9% | +132.4% | -117.6% | +10.2% |
| All | +29.2% | +350.8% | -321.6% | +25.3% |
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