-32.9%
APA vs ARMK
+350.8%
-383.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.7% |
| 7D | +0.5% | -2.4% | +2.9% | +1.9% |
| 30D | +23.4% | 0.0% | +23.4% | +22.5% |
| 3M | +12.7% | +6.7% | +6.0% | +7.2% |
| 6M | +39.4% | +38.8% | +0.6% | +11.0% |
| YTD | +79.0% | +55.2% | +23.8% | +32.5% |
| 1Y | +88.8% | +46.6% | +42.2% | +44.0% |
| 3Y | +6.4% | +112.9% | -106.5% | -38.4% |
| 5Y | +153.0% | +144.0% | +9.0% | +29.6% |
| 10Y | +7.5% | +132.4% | -124.9% | -41.7% |
| All | -32.9% | +350.8% | -383.7% | -66.2% |
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