+105.2%
AIG vs ARMK
+350.8%
-245.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.4% |
| 7D | -0.9% | -2.4% | +1.5% | +0.2% |
| 30D | -4.9% | 0.0% | -4.9% | -5.2% |
| 3M | +4.5% | +6.7% | -2.2% | +0.9% |
| 6M | -1.4% | +38.8% | -40.3% | -16.4% |
| YTD | -9.8% | +55.2% | -65.0% | -27.8% |
| 1Y | -4.5% | +46.6% | -51.1% | -21.6% |
| 3Y | +37.4% | +112.9% | -75.4% | -8.9% |
| 5Y | +55.0% | +144.0% | -89.0% | -6.5% |
| 10Y | +63.7% | +132.4% | -68.8% | -7.7% |
| All | +105.2% | +350.8% | -245.6% | +0.9% |
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