-69.0%
AVAV vs ARMK
+41.1%
-110.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.2% | -4.2% | -6.4% |
| 7D | -10.1% | -5.8% | -4.3% | -7.4% |
| 30D | -18.7% | -5.3% | -13.5% | -16.6% |
| 3M | -33.0% | -6.7% | -26.3% | -30.8% |
| 6M | -37.2% | +17.4% | -54.6% | -42.6% |
| YTD | -53.2% | +43.0% | -96.2% | -63.1% |
| 1Y | -69.0% | +40.3% | -109.3% | -75.5% |
| All | -69.0% | +41.1% | -110.1% | -75.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling