+117.6%
ARMK vs ABCL
+104.5%
+13.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -2.4% | +0.7% | -3.1% | -2.4% |
| 30D | 0.0% | +93.1% | -93.1% | -3.4% |
| 3M | +6.7% | +79.4% | -72.8% | +3.0% |
| 6M | +38.8% | +214.9% | -176.1% | +29.1% |
| YTD | +55.2% | +234.2% | -179.0% | +43.2% |
| 1Y | +46.6% | +174.8% | -128.1% | +36.0% |
| All | +117.6% | +104.5% | +13.2% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling