+376.7%
AWK vs ARMK
+334.6%
+42.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -1.2% |
| 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% | +17.9% |
| YTD | +16.7% | +49.6% | -32.9% | +10.9% |
| 1Y | +17.2% | +46.4% | -29.2% | +11.6% |
| 3Y | +29.2% | +103.2% | -74.0% | +17.6% |
| 5Y | -2.3% | +108.1% | -110.4% | -12.0% |
| 10Y | +150.5% | +129.4% | +21.1% | +135.9% |
| All | +376.7% | +334.6% | +42.1% | +321.0% |
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 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