+20.7%
AMDL vs ARMK
+65.5%
-44.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.9% | -3.9% | -31.0% | -30.7% |
| 7D | -52.7% | -10.2% | -42.5% | -45.7% |
| 30D | -65.3% | -9.3% | -56.0% | -60.2% |
| 3M | -40.8% | -11.4% | -29.4% | -30.9% |
| 6M | -12.9% | +11.6% | -24.5% | -20.8% |
| YTD | +98.0% | +37.5% | +60.5% | +41.7% |
| 1Y | +30.1% | +34.9% | -4.8% | -5.7% |
| All | +20.7% | +65.5% | -44.8% | -37.2% |
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