-0.9%
APA vs ARMK
+131.1%
-132.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -2.8% |
| 7D | -8.7% | +0.9% | -9.7% | -9.3% |
| 30D | -2.4% | -0.4% | -2.0% | -2.7% |
| 3M | +19.0% | -2.0% | +21.0% | +18.9% |
| 6M | +26.8% | +22.0% | +4.8% | +8.9% |
| YTD | +87.3% | +49.6% | +37.7% | +38.7% |
| 1Y | +92.3% | +46.4% | +45.9% | +44.2% |
| 3Y | +37.3% | +103.2% | -66.0% | -20.8% |
| 5Y | +73.2% | +108.1% | -34.9% | -5.5% |
| 10Y | -0.9% | +129.4% | -130.3% | -42.8% |
| All | -0.9% | +131.1% | -132.0% | -42.8% |
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