+187.8%
APD vs ARMK
+131.1%
+56.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.1% | +1.1% |
| 7D | -1.6% | +0.9% | -2.5% | -1.8% |
| 30D | +10.6% | -0.4% | +11.0% | +10.5% |
| 3M | +2.5% | -2.0% | +4.5% | +2.6% |
| 6M | +6.0% | +22.0% | -16.0% | +0.6% |
| YTD | +28.4% | +49.6% | -21.2% | +16.0% |
| 1Y | +22.2% | +46.4% | -24.2% | +10.9% |
| 3Y | +26.6% | +103.2% | -76.7% | +5.6% |
| 5Y | +11.8% | +108.1% | -96.4% | -8.6% |
| 10Y | +187.8% | +129.4% | +58.3% | +151.2% |
| All | +187.8% | +131.1% | +56.7% | +151.2% |
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 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