+91.8%
AUR vs ARMK
+120.6%
-28.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.4% | -2.5% |
| 7D | +0.2% | -0.9% | +1.1% | +0.7% |
| 30D | -8.9% | -5.9% | -3.0% | -5.5% |
| 3M | +4.6% | +6.7% | -2.1% | +0.4% |
| 6M | +44.9% | +42.5% | +2.3% | +16.8% |
| YTD | +64.8% | +55.1% | +9.7% | +26.1% |
| 1Y | +16.4% | +50.3% | -34.0% | -9.4% |
| All | +91.8% | +120.6% | -28.7% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling