+98.1%
ARMK vs ABCL
-21.8%
+119.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.7% | -2.3% | +3.9% |
| 7D | -2.6% | -3.2% | +0.5% | -2.5% |
| 30D | -5.2% | -7.4% | +2.2% | -4.8% |
| 3M | -6.5% | +81.9% | -88.4% | -11.8% |
| 6M | +15.3% | +135.7% | -120.5% | +5.1% |
| YTD | +43.6% | +247.4% | -203.8% | +25.0% |
| 1Y | +42.1% | +162.3% | -120.2% | +26.8% |
| 3Y | +94.0% | +165.5% | -71.5% | +65.1% |
| All | +98.1% | -21.8% | +119.9% | +82.8% |
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