+359.3%
AVAV vs ARMK
+125.8%
+233.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.4% |
| 7D | 0.0% | -0.7% | +0.7% | +0.5% |
| 30D | -9.9% | -1.3% | -8.6% | -9.3% |
| 3M | -34.7% | -2.5% | -32.2% | -34.1% |
| 6M | -26.6% | +20.8% | -47.4% | -30.6% |
| YTD | -48.9% | +48.2% | -97.1% | -54.5% |
| 1Y | -63.0% | +45.7% | -108.7% | -66.9% |
| 3Y | +1.6% | +96.6% | -95.0% | -18.0% |
| 5Y | +34.5% | +106.6% | -72.1% | +5.6% |
| 10Y | +359.3% | +132.6% | +226.7% | +240.3% |
| All | +359.3% | +125.8% | +233.5% | +240.3% |
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