+533.5%
AZO vs ARMK
+357.2%
+176.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.3% |
| 7D | -0.5% | +1.7% | -2.2% | -0.8% |
| 30D | -5.6% | +3.1% | -8.7% | -6.3% |
| 3M | -4.0% | +9.2% | -13.2% | -5.8% |
| 6M | -18.9% | +43.7% | -62.6% | -24.7% |
| YTD | -13.0% | +57.4% | -70.3% | -20.7% |
| 1Y | -30.4% | +51.9% | -82.3% | -36.3% |
| 3Y | +12.7% | +125.4% | -112.7% | -6.0% |
| 5Y | +89.6% | +149.1% | -59.4% | +52.5% |
| 10Y | +304.7% | +135.4% | +169.2% | +208.8% |
| All | +533.5% | +357.2% | +176.3% | +353.8% |
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