-29.6%
APA vs ARMK
+317.2%
-346.8%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.5% | -1.8% | 0.0% |
| 7D | -15.5% | -2.6% | -12.9% | -14.2% |
| 30D | +2.4% | -5.2% | +7.6% | +5.3% |
| 3M | +22.8% | -6.5% | +29.3% | +26.3% |
| 6M | +17.9% | +15.3% | +2.7% | +5.7% |
| YTD | +87.7% | +43.6% | +44.1% | +44.7% |
| 1Y | +94.2% | +42.1% | +52.1% | +50.5% |
| 3Y | +27.2% | +94.0% | -66.8% | -22.1% |
| 5Y | +74.1% | +96.3% | -22.1% | +2.3% |
| 10Y | +2.6% | +126.7% | -124.0% | -43.0% |
| All | -29.6% | +317.2% | -346.8% | -63.1% |
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