+150.5%
AWK vs ARMK
+131.1%
+19.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -1.1% |
| 7D | +1.2% | +0.9% | +0.3% | +1.1% |
| 30D | +15.8% | -0.4% | +16.1% | +15.7% |
| 3M | +11.0% | -2.0% | +13.0% | +11.0% |
| 6M | +21.0% | +22.0% | -1.0% | +18.1% |
| YTD | +16.7% | +49.6% | -32.9% | +11.2% |
| 1Y | +17.2% | +46.4% | -29.2% | +11.9% |
| 3Y | +29.2% | +103.2% | -74.0% | +18.3% |
| 5Y | -2.3% | +108.1% | -110.4% | -11.4% |
| 10Y | +150.5% | +129.4% | +21.1% | +145.6% |
| All | +150.5% | +131.1% | +19.4% | +145.6% |
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