+358.4%
AVAV vs ARMK
+123.7%
+234.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +4.5% | +6.0% | +9.1% |
| 7D | -10.6% | -2.6% | -8.0% | -9.7% |
| 30D | -18.8% | -5.2% | -13.6% | -17.3% |
| 3M | -34.1% | -6.5% | -27.6% | -32.7% |
| 6M | -35.3% | +15.3% | -50.6% | -38.1% |
| YTD | -53.4% | +43.6% | -97.0% | -58.1% |
| 1Y | -65.6% | +42.1% | -107.7% | -69.1% |
| 3Y | -5.1% | +94.0% | -99.1% | -23.1% |
| 5Y | +18.5% | +96.3% | -77.7% | -5.6% |
| All | +358.4% | +123.7% | +234.7% | +245.6% |
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