+144.5%
ARMK vs ACM
+5.0%
+139.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -2.4% | -3.7% | +1.3% | -1.0% |
| 30D | 0.0% | -11.1% | +11.1% | +3.8% |
| 3M | +6.7% | -8.0% | +14.6% | +8.7% |
| 6M | +38.8% | -29.7% | +68.5% | +58.4% |
| YTD | +55.2% | -29.4% | +84.6% | +75.9% |
| 1Y | +46.6% | -46.4% | +93.0% | +88.7% |
| 3Y | +112.9% | -22.3% | +135.2% | +117.3% |
| All | +144.5% | +5.0% | +139.5% | +99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling