+599.3%
AJG vs ARMK
+357.2%
+242.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -4.3% |
| 7D | -3.8% | +1.7% | -5.5% | -4.1% |
| 30D | +1.6% | +3.1% | -1.5% | +0.8% |
| 3M | +18.6% | +9.2% | +9.4% | +16.1% |
| 6M | +10.9% | +43.7% | -32.8% | +1.7% |
| YTD | -2.0% | +57.4% | -59.3% | -12.1% |
| 1Y | -14.9% | +51.9% | -66.8% | -23.1% |
| 3Y | +13.4% | +125.4% | -112.0% | -7.5% |
| 5Y | +83.2% | +149.1% | -65.8% | +44.5% |
| 10Y | +484.3% | +135.4% | +348.8% | +361.2% |
| All | +599.3% | +357.2% | +242.1% | +395.9% |
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