+345.3%
AON vs ARMK
+350.8%
-5.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -9.1% | -2.4% | -6.7% | -8.6% |
| 30D | -10.2% | 0.0% | -10.3% | -10.3% |
| 3M | +0.5% | +6.7% | -6.2% | -1.0% |
| 6M | -4.8% | +38.8% | -43.7% | -11.7% |
| YTD | -8.0% | +55.2% | -63.2% | -16.9% |
| 1Y | -13.1% | +46.6% | -59.7% | -20.6% |
| 3Y | -1.3% | +112.9% | -114.2% | -18.0% |
| 5Y | +14.9% | +144.0% | -129.0% | -8.4% |
| 10Y | +214.9% | +132.4% | +82.5% | +149.4% |
| All | +345.3% | +350.8% | -5.5% | +209.3% |
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