-98.9%
AMC vs ARMK
+131.6%
-230.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.9% |
| 7D | +2.3% | -2.4% | +4.7% | +3.8% |
| 30D | -0.7% | 0.0% | -0.8% | -1.4% |
| 3M | +35.2% | +6.7% | +28.5% | +28.6% |
| 6M | +124.6% | +38.8% | +85.8% | +79.9% |
| YTD | +69.9% | +55.2% | +14.7% | +25.8% |
| 1Y | -2.6% | +46.6% | -49.2% | -25.5% |
| 3Y | -79.8% | +112.9% | -192.7% | -88.5% |
| 5Y | -99.4% | +144.0% | -243.4% | -99.7% |
| All | -98.9% | +131.6% | -230.4% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling