+895.2%
APO vs ARMK
+131.1%
+764.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.2% | +0.5% | +3.0% |
| 7D | +2.3% | +0.9% | +1.4% | +1.7% |
| 30D | +3.0% | -0.4% | +3.4% | +2.7% |
| 3M | -3.7% | -2.0% | -1.7% | -3.4% |
| 6M | -7.5% | +22.0% | -29.4% | -15.6% |
| YTD | -14.5% | +49.6% | -64.1% | -28.8% |
| 1Y | -6.2% | +46.4% | -52.5% | -21.1% |
| 3Y | +51.9% | +103.2% | -51.3% | +10.0% |
| 5Y | +76.5% | +108.1% | -31.7% | +25.5% |
| 10Y | +895.2% | +129.4% | +765.8% | +600.4% |
| All | +895.2% | +131.1% | +764.1% | +600.4% |
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