+185.0%
APD vs ARMK
+125.8%
+59.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -0.2% | -0.7% | +0.5% | -0.2% |
| 30D | +11.0% | -1.3% | +12.3% | +11.1% |
| 3M | +2.0% | -2.5% | +4.5% | +2.2% |
| 6M | +7.1% | +20.8% | -13.7% | +1.8% |
| YTD | +29.8% | +48.2% | -18.4% | +17.4% |
| 1Y | +24.0% | +45.7% | -21.7% | +12.7% |
| 3Y | +27.2% | +96.6% | -69.4% | +6.9% |
| 5Y | +12.8% | +106.6% | -93.8% | -7.6% |
| 10Y | +185.0% | +132.6% | +52.5% | +148.9% |
| All | +185.0% | +125.8% | +59.2% | +148.9% |
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