+6,406.4%
AMD vs ARMK
+131.6%
+6,274.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.6% | +5.0% |
| 7D | +2.6% | -2.4% | +5.0% | +3.4% |
| 30D | -0.9% | 0.0% | -1.0% | -1.0% |
| 3M | -8.7% | +6.7% | -15.4% | -10.9% |
| 6M | +136.3% | +38.8% | +97.5% | +110.1% |
| YTD | +123.0% | +55.2% | +67.8% | +90.0% |
| 1Y | +195.2% | +46.6% | +148.6% | +155.8% |
| 3Y | +336.3% | +112.9% | +223.4% | +231.3% |
| 5Y | +334.5% | +144.0% | +190.5% | +218.7% |
| All | +6,406.4% | +131.6% | +6,274.8% | +5,665.9% |
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