+520.8%
APP vs ARMK
+101.7%
+419.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.8% |
| 7D | +48.9% | +2.8% | +46.2% | +46.2% |
| 30D | +49.4% | -1.8% | +51.2% | +50.1% |
| 3M | +27.0% | -10.9% | +37.9% | +34.5% |
| 6M | -15.4% | +21.2% | -36.6% | -25.8% |
| YTD | -39.9% | +47.0% | -86.9% | -53.0% |
| 1Y | -32.0% | +42.9% | -74.8% | -46.0% |
| 3Y | +824.3% | +95.0% | +729.3% | +493.3% |
| 5Y | +252.4% | +106.2% | +146.2% | +101.0% |
| All | +520.8% | +101.7% | +419.1% | +256.2% |
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