+95.0%
AMDL vs ARMK
+86.8%
+8.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.9% | +10.1% | +10.0% |
| 7D | +4.5% | -2.4% | +6.9% | +6.8% |
| 30D | -4.4% | 0.0% | -4.4% | -4.5% |
| 3M | -30.5% | +6.7% | -37.1% | -35.0% |
| 6M | +300.9% | +38.8% | +262.1% | +183.1% |
| YTD | +219.9% | +55.2% | +164.8% | +95.7% |
| 1Y | +374.7% | +46.6% | +328.1% | +206.5% |
| All | +95.0% | +86.8% | +8.2% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling