+796.3%
AU vs ARMK
+131.4%
+664.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -7.2% | +2.7% | -9.9% | -7.3% |
| 30D | -2.9% | -1.5% | -1.4% | -2.8% |
| 3M | -8.7% | -11.6% | +2.9% | -8.1% |
| 6M | -14.1% | +6.7% | -20.9% | -14.4% |
| YTD | +4.8% | +47.4% | -42.6% | +2.8% |
| 1Y | +11.9% | +41.5% | -29.6% | +10.0% |
| 3Y | +513.8% | +95.5% | +418.3% | +496.1% |
| 5Y | +379.3% | +108.4% | +270.9% | +364.1% |
| All | +796.3% | +131.4% | +664.9% | +743.5% |
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