+183.2%
APD vs ARMK
+125.8%
+57.4%
-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 | +1.3% | -2.5% | +3.8% | +1.5% |
| 6M | +6.4% | +20.8% | -14.4% | +1.2% |
| YTD | +28.9% | +48.2% | -19.3% | +16.6% |
| 1Y | +23.2% | +45.7% | -22.5% | +12.0% |
| 3Y | +26.3% | +96.6% | -70.2% | +6.2% |
| 5Y | +12.0% | +106.6% | -94.5% | -8.2% |
| 10Y | +183.2% | +132.6% | +50.6% | +147.3% |
| All | +183.2% | +125.8% | +57.4% | +147.3% |
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