+333.0%
APP vs ARMK
+144.6%
+188.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.7% |
| 7D | +0.9% | -2.4% | +3.3% | +2.3% |
| 30D | -23.3% | 0.0% | -23.3% | -23.7% |
| 3M | -42.6% | +6.7% | -49.3% | -45.3% |
| 6M | -33.6% | +38.8% | -72.4% | -46.4% |
| YTD | -52.4% | +55.2% | -107.6% | -64.0% |
| 1Y | -35.9% | +46.6% | -82.5% | -50.1% |
| 3Y | +642.2% | +112.9% | +529.3% | +346.4% |
| All | +333.0% | +144.6% | +188.3% | +126.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling