+415.2%
AGI vs ARMK
+148.5%
+266.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | +11.3% | +2.4% | +8.9% | +10.4% |
| 3M | +5.6% | +6.1% | -0.4% | +3.9% |
| 6M | -27.7% | +41.8% | -69.4% | -33.9% |
| YTD | -4.1% | +55.5% | -59.6% | -14.1% |
| 1Y | +13.8% | +49.6% | -35.8% | +2.4% |
| 3Y | +217.0% | +122.8% | +94.3% | +154.0% |
| All | +415.2% | +148.5% | +266.7% | +311.6% |
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 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