+124.4%
AMDL vs ARMK
+46.1%
+78.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +4.2% | +22.6% | +22.4% |
| 7D | +10.3% | +0.9% | +9.3% | +10.3% |
| 30D | -38.3% | -0.4% | -37.9% | -36.9% |
| 3M | -8.7% | -2.0% | -6.8% | -5.3% |
| 6M | -14.4% | +22.0% | -36.3% | -18.0% |
| YTD | +206.9% | +49.6% | +157.3% | +210.3% |
| All | +124.4% | +46.1% | +78.3% | +126.3% |
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