+129.4%
ARMK vs ACM
+147.1%
-17.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.2% | -1.0% | +1.3% |
| 7D | +0.9% | +6.9% | -6.0% | -2.9% |
| 30D | -0.4% | +19.1% | -19.4% | -9.9% |
| 3M | -2.0% | -6.9% | +5.0% | +0.3% |
| 6M | +22.0% | -12.0% | +34.0% | +26.6% |
| YTD | +49.6% | -25.1% | +74.7% | +69.7% |
| 1Y | +46.4% | -45.4% | +91.8% | +100.7% |
| 3Y | +103.2% | -6.9% | +110.1% | +89.1% |
| 5Y | +108.1% | +3.7% | +104.4% | +75.8% |
| 10Y | +129.4% | +135.8% | -6.3% | +14.2% |
| All | +129.4% | +147.1% | -17.7% | +14.2% |
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