-12.2%
APTV vs ARMK
+317.2%
-329.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.5% | -7.9% | -5.9% |
| 7D | -10.2% | -2.6% | -7.6% | -9.2% |
| 30D | -10.8% | -5.2% | -5.6% | -8.6% |
| 3M | -14.8% | -6.5% | -8.3% | -12.4% |
| 6M | -30.6% | +15.3% | -45.8% | -36.8% |
| YTD | -48.2% | +43.6% | -91.8% | -58.7% |
| 1Y | -52.0% | +42.1% | -94.0% | -61.5% |
| 3Y | -47.0% | +94.0% | -141.0% | -65.6% |
| 5Y | -77.5% | +96.3% | -173.7% | -85.6% |
| 10Y | -27.0% | +126.7% | -153.6% | -63.2% |
| All | -12.2% | +317.2% | -329.4% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling