+11.8%
AZO vs ARMK
+127.5%
-115.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.3% | -0.5% |
| 7D | -3.6% | +3.1% | -6.7% | -3.9% |
| 30D | -5.6% | -2.8% | -2.8% | -5.3% |
| 3M | -6.6% | +7.6% | -14.2% | -7.6% |
| 6M | -22.5% | +47.9% | -70.4% | -26.7% |
| YTD | -15.2% | +60.0% | -75.2% | -20.8% |
| 1Y | -33.9% | +52.2% | -86.2% | -37.9% |
| 3Y | +11.8% | +131.4% | -119.6% | -5.7% |
| All | +11.8% | +127.5% | -115.7% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling