+296.4%
APH vs ARMK
+106.6%
+189.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +11.1% | +7.1% | +4.0% | +8.0% |
| 30D | -7.3% | -1.6% | -5.7% | -6.3% |
| 3M | -6.2% | -10.5% | +4.4% | -1.4% |
| 6M | +24.9% | +11.8% | +13.1% | +19.2% |
| YTD | +18.4% | +47.3% | -28.8% | +0.4% |
| 1Y | +13.0% | +41.5% | -28.5% | -2.8% |
| 3Y | +276.4% | +95.3% | +181.1% | +171.1% |
| 5Y | +296.4% | +108.1% | +188.3% | +163.5% |
| All | +296.4% | +106.6% | +189.8% | +163.5% |
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 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