+5.8%
APA vs ARMK
+114.7%
-108.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.0% |
| 7D | +0.5% | -2.4% | +2.9% | +1.2% |
| 30D | +23.4% | 0.0% | +23.4% | +23.0% |
| 3M | +12.7% | +6.7% | +6.0% | +10.0% |
| 6M | +39.4% | +38.8% | +0.6% | +23.6% |
| YTD | +79.0% | +55.2% | +23.8% | +51.5% |
| 1Y | +88.8% | +46.6% | +42.2% | +63.3% |
| All | +5.8% | +114.7% | -108.9% | -17.6% |
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