+803.3%
APP vs ARMK
+83.8%
+719.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.9% | +34.9% | +32.6% |
| 7D | +39.7% | -10.2% | +49.9% | +45.8% |
| 30D | +27.7% | -9.3% | +37.0% | +32.5% |
| 3M | -14.8% | -11.4% | -3.4% | -11.0% |
| 6M | -25.5% | +11.6% | -37.1% | -31.2% |
| YTD | -47.2% | +37.5% | -84.6% | -56.1% |
| 1Y | -42.3% | +34.9% | -77.2% | -51.7% |
| All | +803.3% | +83.8% | +719.6% | +604.0% |
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