+933.3%
APP vs ARMK
+101.3%
+832.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.2% | +0.6% | +3.1% |
| 7D | +79.2% | +0.9% | +78.2% | +77.7% |
| 30D | +48.0% | -0.4% | +48.4% | +47.8% |
| 3M | +18.2% | -2.0% | +20.2% | +18.3% |
| 6M | -12.5% | +22.0% | -34.4% | -21.9% |
| YTD | -39.2% | +49.6% | -88.8% | -51.1% |
| 1Y | -33.9% | +46.4% | -80.2% | -46.4% |
| 3Y | +933.3% | +103.2% | +830.1% | +681.3% |
| All | +933.3% | +101.3% | +832.0% | +681.3% |
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