+9.6%
AJG vs ARMK
+120.6%
-111.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -8.5% | -0.9% | -7.6% | -8.3% |
| 30D | -3.8% | -5.9% | +2.2% | -2.6% |
| 3M | +10.8% | +6.7% | +4.1% | +9.1% |
| 6M | +15.6% | +42.5% | -26.9% | +6.6% |
| YTD | -5.1% | +55.1% | -60.3% | -14.6% |
| 1Y | -16.0% | +50.3% | -66.4% | -23.8% |
| All | +9.6% | +120.6% | -111.0% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling