-99.1%
AMC vs ARMK
+107.5%
-206.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.2% | +4.1% | +5.1% |
| 7D | +6.6% | +0.9% | +5.7% | +5.9% |
| 30D | +14.1% | -0.4% | +14.5% | +14.3% |
| 3M | +31.3% | -2.0% | +33.2% | +31.3% |
| 6M | +126.7% | +22.0% | +104.7% | +88.3% |
| YTD | +117.9% | +49.6% | +68.3% | +52.4% |
| 1Y | +41.1% | +46.4% | -5.3% | +0.1% |
| 3Y | -61.0% | +103.2% | -164.2% | -82.0% |
| 5Y | -99.1% | +108.1% | -207.3% | -99.6% |
| All | -99.1% | +107.5% | -206.7% | -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