+5.2%
AVTR vs ARMK
+178.1%
-172.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.4% |
| 7D | +7.4% | +1.7% | +5.7% | +6.8% |
| 30D | +12.2% | +3.1% | +9.1% | +10.7% |
| 3M | +57.4% | +9.2% | +48.2% | +52.0% |
| 6M | +86.7% | +43.7% | +43.0% | +62.2% |
| YTD | +33.1% | +57.4% | -24.3% | +11.6% |
| 1Y | +16.1% | +51.9% | -35.7% | -1.4% |
| 3Y | -24.6% | +125.4% | -150.0% | -45.4% |
| 5Y | -63.5% | +149.1% | -212.6% | -75.2% |
| All | +5.2% | +178.1% | -172.9% | -34.0% |
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