+40.2%
AMC vs ARMK
+41.1%
-0.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.2% | +11.5% | +8.5% |
| 7D | +17.7% | -5.8% | +23.5% | +19.7% |
| 30D | +26.2% | -5.3% | +31.4% | +28.1% |
| 3M | +31.3% | -6.7% | +38.1% | +33.2% |
| 6M | +142.8% | +17.4% | +125.4% | +121.7% |
| YTD | +125.6% | +43.0% | +82.6% | +97.2% |
| 1Y | +40.2% | +40.3% | -0.1% | +22.4% |
| All | +40.2% | +41.1% | -0.9% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling