+427.0%
AVAV vs ARMK
+350.8%
+76.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.5% |
| 7D | -2.2% | -2.4% | +0.2% | -1.5% |
| 30D | -13.9% | 0.0% | -14.0% | -14.0% |
| 3M | -29.2% | +6.7% | -35.9% | -30.7% |
| 6M | -36.1% | +38.8% | -74.9% | -42.3% |
| YTD | -40.2% | +55.2% | -95.4% | -47.8% |
| 1Y | -36.2% | +46.6% | -82.8% | -43.4% |
| 3Y | +47.5% | +112.9% | -65.4% | +15.0% |
| 5Y | +39.3% | +144.0% | -104.7% | +3.3% |
| 10Y | +482.6% | +132.4% | +350.1% | +322.0% |
| All | +427.0% | +350.8% | +76.1% | +214.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling