+599.7%
AZO vs ARMK
+328.3%
+271.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.3% | +2.7% | -1.3% | +0.8% |
| 30D | +12.0% | -1.5% | +13.4% | +12.0% |
| 3M | +7.2% | -11.6% | +18.8% | +9.4% |
| 6M | -3.2% | +6.7% | -9.9% | -4.9% |
| YTD | -3.9% | +47.4% | -51.3% | -11.6% |
| 1Y | -14.7% | +41.5% | -56.1% | -20.9% |
| 3Y | +20.4% | +95.5% | -75.1% | +3.0% |
| 5Y | +72.8% | +108.4% | -35.6% | +43.8% |
| 10Y | +334.4% | +132.3% | +202.2% | +230.7% |
| All | +599.7% | +328.3% | +271.4% | +406.1% |
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