+126.1%
AWK vs ARMK
+136.6%
-10.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | +2.2% | +1.7% | +0.5% | +2.0% |
| 30D | +4.4% | +3.1% | +1.3% | +4.0% |
| 3M | +15.4% | +9.2% | +6.1% | +14.2% |
| 6M | +3.5% | +43.7% | -40.2% | -0.7% |
| YTD | +9.8% | +57.4% | -47.6% | +4.1% |
| 1Y | +3.0% | +51.9% | -48.9% | -2.0% |
| 3Y | +9.7% | +125.4% | -115.7% | -0.8% |
| 5Y | -17.2% | +149.1% | -166.2% | -26.1% |
| 10Y | +126.1% | +135.4% | -9.4% | +128.3% |
| All | +126.1% | +136.6% | -10.6% | +128.3% |
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