-19.1%
APTV vs ARMK
+134.7%
-153.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.0% |
| 7D | -1.2% | +0.3% | -1.5% | -1.4% |
| 30D | -10.6% | +2.4% | -13.0% | -12.1% |
| 3M | -35.0% | +6.1% | -41.1% | -37.3% |
| 6M | -38.9% | +41.8% | -80.7% | -50.5% |
| YTD | -41.5% | +55.5% | -97.0% | -55.2% |
| 1Y | -45.8% | +49.6% | -95.4% | -57.7% |
| 3Y | -55.7% | +122.8% | -178.5% | -73.5% |
| 5Y | -70.1% | +151.0% | -221.1% | -83.4% |
| 10Y | -19.1% | +138.0% | -157.0% | -60.9% |
| All | -19.1% | +134.7% | -153.8% | -60.9% |
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