+375.0%
AGI vs ARMK
+131.4%
+243.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -10.1% | +2.7% | -12.8% | -10.2% |
| 30D | -6.5% | -1.5% | -5.1% | -6.5% |
| 3M | -12.8% | -11.6% | -1.3% | -12.4% |
| 6M | -34.3% | +6.7% | -41.1% | -34.5% |
| YTD | -25.6% | +47.4% | -73.0% | -26.7% |
| 1Y | -14.2% | +41.5% | -55.7% | -15.4% |
| 3Y | +127.3% | +95.5% | +31.7% | +122.6% |
| 5Y | +241.8% | +108.4% | +133.4% | +234.1% |
| All | +375.0% | +131.4% | +243.7% | +390.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling