-99.3%
AMC vs ARMK
+90.4%
-189.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.9% | -8.6% | -9.5% |
| 7D | 0.0% | -10.2% | +10.2% | +8.4% |
| 30D | +4.4% | -9.3% | +13.7% | +12.2% |
| 3M | +15.4% | -11.4% | +26.7% | +24.7% |
| 6M | +93.7% | +11.6% | +82.1% | +72.3% |
| YTD | +97.4% | +37.5% | +60.0% | +47.2% |
| 1Y | +23.2% | +34.9% | -11.7% | -7.1% |
| 3Y | -71.3% | +83.4% | -154.7% | -85.6% |
| 5Y | -99.3% | +87.9% | -187.1% | -99.6% |
| All | -99.3% | +90.4% | -189.6% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling