+193.1%
APD vs ARMK
+131.4%
+61.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +3.8% | +2.7% | +1.2% | +3.2% |
| 30D | +8.2% | -1.5% | +9.7% | +8.3% |
| 3M | +4.3% | -11.6% | +15.8% | +6.9% |
| 6M | +4.7% | +6.7% | -2.0% | +2.6% |
| YTD | +31.5% | +47.4% | -15.9% | +19.1% |
| 1Y | +23.5% | +41.5% | -17.9% | +13.0% |
| 3Y | +29.1% | +95.5% | -66.4% | +8.6% |
| 5Y | +15.9% | +108.4% | -92.5% | -5.2% |
| All | +193.1% | +131.4% | +61.7% | +156.4% |
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 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