+459.5%
AJG vs ARMK
+146.1%
+313.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -1.9% |
| 7D | -8.3% | +3.1% | -11.4% | -8.9% |
| 30D | -5.7% | -2.8% | -2.9% | -5.2% |
| 3M | +9.1% | +7.6% | +1.5% | +7.2% |
| 6M | +15.2% | +47.9% | -32.7% | +5.2% |
| YTD | -6.3% | +60.0% | -66.3% | -16.1% |
| 1Y | -19.1% | +52.2% | -71.3% | -26.8% |
| 3Y | +8.2% | +131.4% | -123.2% | -11.8% |
| 5Y | +75.6% | +163.2% | -87.6% | +37.7% |
| All | +459.5% | +146.1% | +313.5% | +352.7% |
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