+144.5%
ARMK vs ABCL
-41.3%
+185.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -2.4% | +0.7% | -3.1% | -2.5% |
| 30D | 0.0% | +93.1% | -93.1% | -5.1% |
| 3M | +6.7% | +79.4% | -72.8% | +1.3% |
| 6M | +38.8% | +214.9% | -176.1% | +25.1% |
| YTD | +55.2% | +234.2% | -179.0% | +38.4% |
| 1Y | +46.6% | +174.8% | -128.1% | +31.8% |
| 3Y | +112.9% | +104.5% | +8.4% | +90.3% |
| All | +144.5% | -41.3% | +185.7% | +106.7% |
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