+374.7%
AMDL vs ARMK
+47.4%
+327.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.9% | +10.1% | +9.5% |
| 7D | +4.5% | -2.4% | +6.9% | +5.5% |
| 30D | -4.4% | 0.0% | -4.4% | -3.7% |
| 3M | -30.5% | +6.7% | -37.1% | -31.3% |
| 6M | +300.9% | +38.8% | +262.1% | +262.0% |
| YTD | +219.9% | +55.2% | +164.8% | +201.8% |
| 1Y | +374.7% | +46.6% | +328.1% | +380.1% |
| All | +374.7% | +47.4% | +327.3% | +380.1% |
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