+92.1%
AMDL vs ARMK
+78.4%
+13.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.8% |
| 7D | +5.4% | -0.7% | +6.1% | +9.0% |
| 30D | -36.6% | -1.3% | -35.3% | -32.9% |
| 3M | -1.0% | -2.5% | +1.5% | +5.6% |
| 6M | -12.1% | +20.8% | -32.9% | -26.2% |
| YTD | +215.1% | +48.2% | +166.9% | +110.2% |
| 1Y | +130.4% | +45.7% | +84.6% | +55.1% |
| All | +92.1% | +78.4% | +13.7% | -6.8% |
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