+123.5%
ARMK vs ABCL
-81.3%
+204.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.3% |
| 3M | +6.7% | +79.4% | -72.8% | +2.1% |
| 6M | +38.8% | +214.9% | -176.1% | +27.4% |
| YTD | +55.2% | +234.2% | -179.0% | +41.2% |
| 1Y | +46.6% | +174.8% | -128.1% | +34.3% |
| 3Y | +112.9% | +104.5% | +8.4% | +93.3% |
| 5Y | +144.0% | -39.0% | +183.0% | +125.4% |
| All | +123.5% | -81.3% | +204.8% | +109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling