+272.1%
ARMK vs ACM
+152.9%
+119.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.4% | +4.4% |
| 7D | -2.6% | +5.4% | -8.0% | -5.2% |
| 30D | -5.2% | +15.1% | -20.3% | -11.8% |
| 3M | -6.5% | -10.5% | +4.0% | -2.8% |
| 6M | +15.3% | -19.7% | +35.0% | +24.8% |
| YTD | +43.6% | -28.8% | +72.4% | +64.5% |
| 1Y | +42.1% | -47.9% | +89.9% | +91.1% |
| 3Y | +94.0% | -12.4% | +106.4% | +90.3% |
| 5Y | +96.3% | +0.6% | +95.7% | +75.8% |
| 10Y | +126.7% | +161.3% | -34.6% | +27.4% |
| All | +272.1% | +152.9% | +119.3% | +110.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling