+131.6%
ARMK vs ACM
+130.8%
+0.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | +2.8% | +3.0% | -0.2% | +1.1% |
| 30D | -1.8% | +19.7% | -21.4% | -11.4% |
| 3M | -10.9% | +5.3% | -16.2% | -14.5% |
| 6M | +21.2% | -10.8% | +32.0% | +24.7% |
| YTD | +47.0% | -25.1% | +72.1% | +66.7% |
| 1Y | +42.9% | -45.8% | +88.7% | +96.9% |
| 3Y | +95.0% | -9.4% | +104.4% | +84.8% |
| 5Y | +106.2% | +4.8% | +101.4% | +72.9% |
| 10Y | +131.6% | +129.8% | +1.8% | +14.7% |
| All | +131.6% | +130.8% | +0.8% | +14.7% |
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