+302.2%
ARMK vs ACM
+151.0%
+151.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -2.4% | -3.7% | +1.3% | -0.5% |
| 30D | 0.0% | -11.1% | +11.1% | +4.8% |
| 3M | +6.7% | -8.0% | +14.6% | +9.2% |
| 6M | +38.8% | -29.7% | +68.5% | +61.5% |
| YTD | +55.2% | -29.4% | +84.6% | +79.2% |
| 1Y | +46.6% | -46.4% | +93.0% | +94.4% |
| 3Y | +112.9% | -22.3% | +135.2% | +124.3% |
| 5Y | +144.0% | +4.5% | +139.5% | +114.1% |
| 10Y | +132.4% | +127.6% | +4.8% | +36.3% |
| All | +302.2% | +151.0% | +151.2% | +129.6% |
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