-98.8%
AMC vs ARMK
+131.4%
-230.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +3.5% | +2.7% | +0.8% | +1.9% |
| 30D | +12.5% | -1.5% | +13.9% | +13.5% |
| 3M | +23.6% | -11.6% | +35.1% | +32.8% |
| 6M | +144.4% | +6.7% | +137.6% | +131.9% |
| YTD | +108.3% | +47.4% | +60.9% | +58.8% |
| 1Y | +38.9% | +41.5% | -2.6% | +8.5% |
| 3Y | -58.9% | +95.5% | -154.4% | -75.2% |
| 5Y | -99.2% | +108.4% | -207.6% | -99.5% |
| All | -98.8% | +131.4% | -230.1% | -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