+35.4%
AVTR vs ARMK
+44.7%
-9.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -0.1% | -0.7% | +0.6% | -0.1% |
| 30D | -0.6% | -1.3% | +0.7% | -0.5% |
| 3M | +13.4% | -2.5% | +15.9% | +13.4% |
| 6M | +87.4% | +20.8% | +66.6% | +73.2% |
| YTD | +35.9% | +48.2% | -12.3% | +11.6% |
| 1Y | +35.4% | +45.7% | -10.3% | +12.4% |
| All | +35.4% | +44.7% | -9.3% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling