-99.3%
AMC vs ARMK
+96.3%
-195.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.5% | -2.5% | -1.5% |
| 7D | +2.6% | -2.6% | +5.2% | +4.6% |
| 30D | +9.0% | -5.2% | +14.2% | +13.3% |
| 3M | +22.2% | -6.5% | +28.7% | +26.6% |
| 6M | +91.5% | +15.3% | +76.2% | +66.1% |
| YTD | +101.3% | +43.6% | +57.7% | +44.9% |
| 1Y | +20.8% | +42.1% | -21.3% | -12.7% |
| 3Y | -71.3% | +94.0% | -165.3% | -86.3% |
| All | -99.3% | +96.3% | -195.6% | -99.7% |
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