+0.2%
AS vs ARMK
+35.1%
-34.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -1.5% |
| 7D | +7.1% | -10.2% | +17.3% | +9.4% |
| 30D | +12.8% | -9.3% | +22.1% | +14.9% |
| 3M | -14.7% | -11.4% | -3.3% | -12.7% |
| 6M | -9.9% | +11.6% | -21.6% | -16.1% |
| YTD | -16.1% | +37.5% | -53.6% | -26.7% |
| 1Y | +0.2% | +34.9% | -34.8% | -12.5% |
| All | +0.2% | +35.1% | -34.9% | -12.5% |
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