+164.3%
APD vs ARMK
+131.8%
+32.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -2.2% | -2.4% | +0.2% | -1.7% |
| 30D | +2.1% | 0.0% | +2.1% | +2.0% |
| 3M | +7.2% | +6.7% | +0.5% | +5.4% |
| 6M | +11.2% | +38.8% | -27.6% | +2.6% |
| YTD | +24.4% | +55.2% | -30.8% | +11.6% |
| 1Y | +6.7% | +46.6% | -39.9% | -3.0% |
| 3Y | +9.2% | +112.9% | -103.7% | -9.7% |
| 5Y | +27.4% | +144.0% | -116.6% | +0.8% |
| All | +164.3% | +131.8% | +32.6% | +134.6% |
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