+130.6%
ARMK vs ACM
+132.6%
-2.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | -0.2% |
| 7D | +2.7% | +5.6% | -3.0% | -0.5% |
| 30D | -1.5% | +20.8% | -22.3% | -11.9% |
| 3M | -11.6% | +11.4% | -23.0% | -17.6% |
| 6M | +6.7% | +0.9% | +5.8% | +3.1% |
| YTD | +47.4% | -24.8% | +72.2% | +67.3% |
| 1Y | +41.5% | -46.4% | +87.9% | +98.0% |
| 3Y | +95.5% | -9.2% | +104.8% | +84.6% |
| 5Y | +108.4% | +5.0% | +103.4% | +73.1% |
| All | +130.6% | +132.6% | -2.0% | +10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling