+313.3%
APD vs ARMK
+350.8%
-37.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.9% |
| 3M | +7.2% | +6.7% | +0.5% | +5.3% |
| 6M | +11.2% | +38.8% | -27.6% | +2.3% |
| YTD | +24.4% | +55.2% | -30.8% | +11.2% |
| 1Y | +6.7% | +46.6% | -39.9% | -3.4% |
| 3Y | +9.2% | +112.9% | -103.7% | -10.4% |
| 5Y | +27.4% | +144.0% | -116.6% | -0.2% |
| 10Y | +164.8% | +132.4% | +32.4% | +116.5% |
| All | +313.3% | +350.8% | -37.5% | +205.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling