+318.2%
APD vs ARMK
+317.2%
+1.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.5% | -6.0% | -2.5% |
| 7D | -3.7% | -2.6% | -1.0% | -3.1% |
| 30D | +9.6% | -5.2% | +14.8% | +10.7% |
| 3M | +1.6% | -6.5% | +8.2% | +2.8% |
| 6M | +2.2% | +15.3% | -13.1% | -1.9% |
| YTD | +25.9% | +43.6% | -17.7% | +14.3% |
| 1Y | +20.1% | +42.1% | -21.9% | +9.4% |
| 3Y | +12.4% | +94.0% | -81.6% | -6.0% |
| 5Y | +11.1% | +96.3% | -85.1% | -8.7% |
| 10Y | +190.1% | +126.7% | +63.5% | +136.8% |
| All | +318.2% | +317.2% | +1.0% | +214.0% |
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