+6.7%
APTV vs ARMK
+350.8%
-344.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +3.9% | +3.5% |
| 7D | +4.8% | -2.4% | +7.2% | +6.2% |
| 30D | +2.0% | 0.0% | +2.0% | +1.6% |
| 3M | -34.2% | +6.7% | -40.9% | -36.8% |
| 6M | -34.7% | +38.8% | -73.5% | -46.3% |
| YTD | -37.0% | +55.2% | -92.2% | -51.6% |
| 1Y | -40.4% | +46.6% | -87.0% | -52.8% |
| 3Y | -54.1% | +112.9% | -167.0% | -71.6% |
| 5Y | -68.0% | +144.0% | -212.0% | -81.8% |
| 10Y | -15.5% | +132.4% | -147.9% | -57.9% |
| All | +6.7% | +350.8% | -344.2% | -55.5% |
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