+119.6%
AMDL vs ARMK
+77.0%
+42.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | -0.8% | +15.1% | +15.2% |
| 7D | +18.5% | +2.8% | +15.7% | +18.5% |
| 30D | -24.2% | -1.8% | -22.5% | -19.4% |
| 3M | +11.5% | -10.9% | +22.4% | +30.4% |
| 6M | -1.0% | +21.2% | -22.2% | -17.3% |
| YTD | +260.3% | +47.0% | +213.2% | +142.3% |
| 1Y | +178.2% | +42.9% | +135.3% | +91.8% |
| All | +119.6% | +77.0% | +42.6% | +7.4% |
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