+134.9%
AS vs ARMK
+85.8%
+49.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -4.0% | -1.4% |
| 7D | +6.9% | -2.6% | +9.6% | +7.9% |
| 30D | +16.0% | -5.2% | +21.2% | +18.2% |
| 3M | -12.8% | -6.5% | -6.3% | -11.2% |
| 6M | -15.4% | +15.3% | -30.6% | -22.8% |
| YTD | -15.7% | +43.6% | -59.3% | -31.6% |
| 1Y | +6.1% | +42.1% | -36.0% | -13.7% |
| All | +134.9% | +85.8% | +49.1% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling