+46.6%
ARMK vs ACM
-45.8%
+92.4%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -2.4% | -3.7% | +1.3% | -2.3% |
| 30D | 0.0% | -11.1% | +11.1% | +0.6% |
| 3M | +6.7% | -8.0% | +14.6% | +6.8% |
| 6M | +38.8% | -29.7% | +68.5% | +46.6% |
| YTD | +55.2% | -29.4% | +84.6% | +65.0% |
| 1Y | +46.6% | -46.4% | +93.0% | +58.5% |
| All | +46.6% | -45.8% | +92.4% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling