+117.6%
ARMK vs ACM
-21.7%
+139.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.4% | -3.7% | +1.3% | -1.6% |
| 30D | 0.0% | -11.1% | +11.1% | +2.3% |
| 3M | +6.7% | -8.0% | +14.6% | +7.9% |
| 6M | +38.8% | -29.7% | +68.5% | +52.5% |
| YTD | +55.2% | -29.4% | +84.6% | +70.0% |
| 1Y | +46.6% | -46.4% | +93.0% | +75.8% |
| All | +117.6% | -21.7% | +139.3% | +126.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling