+108.3%
ARMK vs ABCL
-26.2%
+134.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +2.7% | -3.3% | +5.9% | +2.9% |
| 30D | -1.5% | -7.1% | +5.6% | -1.0% |
| 3M | -11.6% | +4.7% | -16.3% | -12.4% |
| 6M | +6.7% | +140.9% | -134.1% | -2.8% |
| YTD | +47.4% | +236.0% | -188.5% | +28.6% |
| 1Y | +41.5% | +217.4% | -175.9% | +24.0% |
| 3Y | +95.5% | +188.7% | -93.2% | +63.8% |
| All | +108.3% | -26.2% | +134.5% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling