+115.5%
ARMK vs ABCL
-79.5%
+195.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.2% | -1.0% | +3.9% |
| 7D | +0.9% | +12.4% | -11.5% | +0.2% |
| 30D | -0.4% | -0.4% | 0.0% | -0.5% |
| 3M | -2.0% | +80.4% | -82.3% | -6.0% |
| 6M | +22.0% | +138.5% | -116.6% | +14.0% |
| YTD | +49.6% | +265.5% | -215.9% | +35.0% |
| 1Y | +46.4% | +219.7% | -173.3% | +33.1% |
| 3Y | +103.2% | +209.4% | -106.2% | +79.1% |
| 5Y | +108.1% | -15.0% | +123.2% | +91.5% |
| All | +115.5% | -79.5% | +195.0% | +100.5% |
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