-26.7%
APTV vs ARMK
+125.8%
-152.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.3% |
| 7D | -4.3% | -0.7% | -3.6% | -4.2% |
| 30D | -9.7% | -1.3% | -8.3% | -9.5% |
| 3M | -20.6% | -2.5% | -18.1% | -20.2% |
| 6M | -31.7% | +20.8% | -52.5% | -39.5% |
| YTD | -48.0% | +48.2% | -96.2% | -59.3% |
| 1Y | -52.1% | +45.7% | -97.8% | -62.2% |
| 3Y | -47.9% | +96.6% | -144.4% | -66.5% |
| 5Y | -76.9% | +106.6% | -183.5% | -85.7% |
| 10Y | -26.7% | +132.6% | -159.3% | -63.9% |
| All | -26.7% | +125.8% | -152.5% | -63.9% |
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