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  • AU vs ARMK✓SelectedUSD · ARMKAU vs ARMK performance historyLatest closeAs of-2.33%09/04
Stock and ETF performance explorer

AU vs ARMK

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,025.2%
ARMK return
+350.8%
Excess return
+674.4%
Maximum drawdown
-70.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioARMKExcessAlpha
1D-2.3%-0.9%-1.5%-2.3%
7D-3.6%-2.4%-1.2%-3.6%
30D+23.9%0.0%+23.9%+23.9%
3M+19.1%+6.7%+12.4%+18.8%
6M-0.2%+38.8%-39.0%-1.1%
YTD+32.5%+55.2%-22.7%+31.0%
1Y+96.9%+46.6%+50.3%+95.0%
3Y+614.7%+112.9%+501.8%+605.3%
5Y+647.7%+144.0%+503.7%+641.8%
10Y+679.2%+132.4%+546.8%+636.0%
All+1,025.2%+350.8%+674.4%+1,082.7%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling