+1,416.3%
APH vs ARMK
+299.4%
+1,116.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.9% | -5.4% | -8.0% |
| 7D | -12.7% | -10.2% | -2.5% | -9.4% |
| 30D | -19.2% | -9.3% | -9.9% | -16.3% |
| 3M | -16.7% | -11.4% | -5.3% | -13.2% |
| 6M | +5.1% | +11.6% | -6.5% | +1.4% |
| YTD | +6.6% | +37.5% | -30.9% | -4.3% |
| 1Y | +3.9% | +34.9% | -31.0% | -6.3% |
| 3Y | +246.0% | +83.4% | +162.6% | +177.6% |
| 5Y | +268.0% | +87.9% | +180.1% | +188.9% |
| 10Y | +868.2% | +117.0% | +751.2% | +609.9% |
| All | +1,416.3% | +299.4% | +1,116.9% | +882.8% |
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