+111.7%
ARMK vs ABCL
-80.4%
+192.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.5% |
| 7D | +2.8% | -2.7% | +5.5% | +2.9% |
| 30D | -1.8% | -5.4% | +3.7% | -1.6% |
| 3M | -10.9% | +22.4% | -33.3% | -12.3% |
| 6M | +21.2% | +127.6% | -106.4% | +13.7% |
| YTD | +47.0% | +249.4% | -202.4% | +33.0% |
| 1Y | +42.9% | +198.0% | -155.1% | +30.5% |
| 3Y | +95.0% | +195.8% | -100.8% | +72.3% |
| 5Y | +106.2% | -20.6% | +126.8% | +90.2% |
| All | +111.7% | -80.4% | +192.2% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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