+7.3%
AVAV vs ARMK
+90.4%
-83.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -3.9% | -6.0% | -8.3% |
| 7D | -24.3% | -10.2% | -14.1% | -20.8% |
| 30D | -28.9% | -9.3% | -19.6% | -26.0% |
| 3M | -39.3% | -11.4% | -27.9% | -36.3% |
| 6M | -38.8% | +11.6% | -50.4% | -41.5% |
| YTD | -57.8% | +37.5% | -95.3% | -62.9% |
| 1Y | -70.9% | +34.9% | -105.8% | -74.3% |
| 3Y | -14.8% | +83.4% | -98.2% | -35.9% |
| 5Y | +7.3% | +87.9% | -80.6% | -24.7% |
| All | +7.3% | +90.4% | -83.1% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling