+653.5%
APP vs ARMK
+114.7%
+538.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.6% |
| 7D | +0.9% | -2.4% | +3.3% | +2.0% |
| 30D | -23.3% | 0.0% | -23.3% | -23.6% |
| 3M | -42.6% | +6.7% | -49.3% | -44.9% |
| 6M | -33.6% | +38.8% | -72.4% | -44.8% |
| YTD | -52.4% | +55.2% | -107.6% | -62.4% |
| 1Y | -35.9% | +46.6% | -82.5% | -48.1% |
| All | +653.5% | +114.7% | +538.9% | +421.4% |
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 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