+528.8%
APP vs ARMK
+105.3%
+423.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.2% | +0.6% | +2.6% |
| 7D | +79.2% | +0.9% | +78.2% | +77.2% |
| 30D | +48.0% | -0.4% | +48.4% | +47.5% |
| 3M | +18.2% | -2.0% | +20.2% | +18.0% |
| 6M | -12.5% | +22.0% | -34.4% | -23.5% |
| YTD | -39.2% | +49.6% | -88.8% | -52.9% |
| 1Y | -33.9% | +46.4% | -80.2% | -48.2% |
| 3Y | +933.3% | +103.2% | +830.1% | +547.9% |
| 5Y | +295.9% | +108.1% | +187.7% | +124.0% |
| All | +528.8% | +105.3% | +423.6% | +257.4% |
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