+107.2%
APA vs ARMK
+41.1%
+66.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.2% | -2.7% | -7.2% |
| 7D | -13.0% | -5.8% | -7.1% | -13.5% |
| 30D | +2.0% | -5.3% | +7.2% | +1.5% |
| 3M | +24.9% | -6.7% | +31.6% | +24.0% |
| 6M | +7.2% | +17.4% | -10.2% | +7.8% |
| YTD | +87.1% | +43.0% | +44.1% | +86.4% |
| 1Y | +107.2% | +40.3% | +66.8% | +107.9% |
| All | +107.2% | +41.1% | +66.1% | +107.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling