+6,351.7%
AMD vs ARMK
+123.7%
+6,228.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.5% | +6.6% | +9.5% |
| 7D | -11.0% | -2.6% | -8.4% | -10.0% |
| 30D | -30.5% | -5.2% | -25.3% | -28.8% |
| 3M | -8.2% | -6.5% | -1.7% | -5.7% |
| 6M | +6.6% | +15.3% | -8.7% | +1.4% |
| YTD | +109.7% | +43.6% | +66.1% | +84.6% |
| 1Y | +88.9% | +42.1% | +46.9% | +66.6% |
| 3Y | +301.8% | +94.0% | +207.8% | +217.4% |
| 5Y | +229.4% | +96.3% | +133.1% | +158.5% |
| All | +6,351.7% | +123.7% | +6,228.0% | +5,651.2% |
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