+668.3%
AU vs ARMK
+138.5%
+529.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.3% |
| 7D | -7.0% | -0.9% | -6.1% | -6.9% |
| 30D | +7.3% | -5.9% | +13.2% | +7.6% |
| 3M | +33.2% | +6.7% | +26.5% | +32.7% |
| 6M | -0.6% | +42.5% | -43.2% | -2.5% |
| YTD | +26.2% | +55.1% | -29.0% | +23.3% |
| 1Y | +68.3% | +50.3% | +17.9% | +64.6% |
| 3Y | +592.1% | +122.2% | +469.9% | +567.3% |
| 5Y | +685.3% | +155.2% | +530.1% | +658.4% |
| All | +668.3% | +138.5% | +529.7% | +643.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling