+109.1%
AMDL vs ARMK
+41.1%
+68.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | +4.4% |
| 7D | -30.7% | -5.8% | -24.9% | -27.6% |
| 30D | -43.8% | -5.3% | -38.5% | -41.1% |
| 3M | -24.5% | -6.7% | -17.8% | -19.9% |
| 6M | +44.7% | +17.4% | +27.3% | +41.4% |
| YTD | +204.0% | +43.0% | +161.0% | +211.5% |
| 1Y | +109.1% | +40.3% | +68.7% | +113.1% |
| All | +109.1% | +41.1% | +68.0% | +113.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling