-98.7%
AMC vs ARMK
+123.7%
-222.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.5% | -2.5% | -0.9% |
| 7D | +2.6% | -2.6% | +5.2% | +4.3% |
| 30D | +9.0% | -5.2% | +14.2% | +12.6% |
| 3M | +22.2% | -6.5% | +28.7% | +26.1% |
| 6M | +91.5% | +15.3% | +76.2% | +71.5% |
| YTD | +101.3% | +43.6% | +57.7% | +55.9% |
| 1Y | +20.8% | +42.1% | -21.3% | -6.1% |
| 3Y | -71.3% | +94.0% | -165.3% | -82.7% |
| 5Y | -99.2% | +96.3% | -195.5% | -99.5% |
| All | -98.7% | +123.7% | -222.4% | -99.4% |
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 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