+131.7%
ARMK vs ACM
+130.7%
+1.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -2.4% | -3.7% | +1.3% | -0.3% |
| 30D | 0.0% | -11.1% | +11.1% | +5.3% |
| 3M | +6.7% | -8.0% | +14.6% | +9.4% |
| 6M | +38.8% | -29.7% | +68.5% | +64.5% |
| YTD | +55.2% | -29.4% | +84.6% | +82.1% |
| 1Y | +46.6% | -46.4% | +93.0% | +101.2% |
| 3Y | +112.9% | -22.3% | +135.2% | +123.5% |
| 5Y | +144.0% | +4.5% | +139.5% | +105.3% |
| All | +131.7% | +130.7% | +1.0% | +22.2% |
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