+10.0%
APD vs ARMK
+96.3%
-86.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.5% | -6.0% | -2.7% |
| 7D | -3.7% | -2.6% | -1.0% | -3.0% |
| 30D | +9.6% | -5.2% | +14.8% | +11.0% |
| 3M | +1.6% | -6.5% | +8.2% | +3.1% |
| 6M | +2.2% | +15.3% | -13.1% | -3.1% |
| YTD | +25.9% | +43.6% | -17.7% | +11.0% |
| 1Y | +20.1% | +42.1% | -21.9% | +6.4% |
| 3Y | +12.4% | +94.0% | -81.6% | -11.5% |
| All | +10.0% | +96.3% | -86.3% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling