+47.6%
AMDL vs ARMK
+72.9%
-25.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +4.5% | +17.8% | +17.3% |
| 7D | -26.2% | -2.6% | -23.6% | -22.5% |
| 30D | -57.1% | -5.2% | -51.9% | -52.9% |
| 3M | -29.8% | -6.5% | -23.3% | -22.1% |
| 6M | -22.2% | +15.3% | -37.5% | -31.6% |
| YTD | +142.1% | +43.6% | +98.5% | +66.2% |
| 1Y | +85.8% | +42.1% | +43.8% | +27.7% |
| All | +47.6% | +72.9% | -25.3% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling