-28.3%
APTV vs ARMK
+131.4%
-159.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.7% | +2.7% | -4.4% | -3.2% |
| 30D | -11.6% | -1.5% | -10.1% | -11.3% |
| 3M | -21.2% | -11.6% | -9.6% | -16.1% |
| 6M | -28.5% | +6.7% | -35.3% | -31.8% |
| YTD | -49.1% | +47.4% | -96.5% | -60.1% |
| 1Y | -52.2% | +41.5% | -93.7% | -61.7% |
| 3Y | -48.6% | +95.5% | -144.2% | -66.9% |
| 5Y | -77.3% | +108.4% | -185.7% | -86.0% |
| All | -28.3% | +131.4% | -159.7% | -64.6% |
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 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