+883.4%
APH vs ARMK
+123.7%
+759.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.5% | -0.3% | +2.6% |
| 7D | -5.9% | -2.6% | -3.3% | -4.9% |
| 30D | -14.8% | -5.2% | -9.6% | -13.1% |
| 3M | -12.4% | -6.5% | -5.9% | -10.4% |
| 6M | +8.1% | +15.3% | -7.2% | +3.1% |
| YTD | +10.9% | +43.6% | -32.6% | -1.7% |
| 1Y | +8.8% | +42.1% | -33.3% | -3.4% |
| 3Y | +262.1% | +94.0% | +168.1% | +185.9% |
| 5Y | +283.1% | +96.3% | +186.9% | +197.2% |
| All | +883.4% | +123.7% | +759.7% | +653.2% |
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