+90.9%
APA vs ARMK
+106.7%
-15.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +8.5% | +2.7% | +5.9% | +7.3% |
| 30D | +2.8% | -1.5% | +4.3% | +3.1% |
| 3M | +21.7% | -11.6% | +33.3% | +27.3% |
| 6M | +32.6% | +6.7% | +25.9% | +27.1% |
| YTD | +103.7% | +47.4% | +56.3% | +65.4% |
| 1Y | +101.8% | +41.5% | +60.3% | +67.1% |
| 3Y | +48.1% | +95.5% | -47.5% | +0.3% |
| All | +90.9% | +106.7% | -15.8% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling