+64.2%
AIG vs ARMK
+146.1%
-81.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -1.1% |
| 7D | -1.2% | +3.1% | -4.3% | -2.6% |
| 30D | -1.1% | -2.8% | +1.7% | +0.1% |
| 3M | +0.7% | +7.6% | -6.9% | -3.3% |
| 6M | -2.2% | +47.9% | -50.1% | -19.9% |
| YTD | -10.8% | +60.0% | -70.9% | -30.1% |
| 1Y | -2.0% | +52.2% | -54.3% | -21.4% |
| 3Y | +34.8% | +131.4% | -96.6% | -15.4% |
| 5Y | +55.0% | +163.2% | -108.2% | -11.5% |
| All | +64.2% | +146.1% | -81.9% | -9.2% |
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