+2.1%
AS vs ARMK
+41.1%
-39.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.2% | +9.3% | +5.9% |
| 7D | +13.8% | -5.8% | +19.6% | +15.1% |
| 30D | +16.7% | -5.3% | +21.9% | +17.8% |
| 3M | -11.5% | -6.7% | -4.8% | -10.5% |
| 6M | -5.5% | +17.4% | -22.9% | -13.2% |
| YTD | -14.2% | +43.0% | -57.2% | -25.6% |
| 1Y | +2.1% | +40.3% | -38.2% | -11.6% |
| All | +2.1% | +41.1% | -39.0% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 1y: compounded portfolio wealth divided by compounded ARMK 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…
1y analysis · Full analysis span regression · 6 months rolling