+944.2%
APH vs ARMK
+130.7%
+813.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | +0.4% | +2.8% | -2.4% | -0.4% |
| 30D | -8.0% | -1.8% | -6.2% | -7.1% |
| 3M | -5.0% | -10.9% | +5.9% | -1.1% |
| 6M | +29.9% | +21.2% | +8.7% | +22.0% |
| YTD | +18.0% | +47.0% | -29.0% | +3.8% |
| 1Y | +11.3% | +42.9% | -31.5% | -1.3% |
| 3Y | +274.9% | +95.0% | +179.9% | +195.7% |
| 5Y | +300.6% | +106.2% | +194.4% | +206.2% |
| 10Y | +944.2% | +131.6% | +812.6% | +695.0% |
| All | +944.2% | +130.7% | +813.5% | +695.0% |
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 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