+252.0%
APLD vs ARMK
+101.3%
+150.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.2% | +3.3% | +4.9% |
| 7D | +3.1% | +0.9% | +2.2% | +3.0% |
| 30D | -29.4% | -0.4% | -29.0% | -28.8% |
| 3M | -42.8% | -2.0% | -40.8% | -41.8% |
| 6M | -59.5% | +22.0% | -81.4% | -63.6% |
| YTD | -31.8% | +49.6% | -81.4% | -44.7% |
| 1Y | -46.0% | +46.4% | -92.4% | -55.9% |
| 3Y | +252.0% | +103.2% | +148.8% | +158.8% |
| All | +252.0% | +101.3% | +150.7% | +158.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling