+26.8%
AME vs ARMK
+50.1%
-23.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.4% |
| 7D | +2.8% | +1.7% | +1.1% | +2.3% |
| 30D | -6.3% | +3.1% | -9.4% | -7.1% |
| 3M | +5.4% | +9.2% | -3.8% | +2.6% |
| 6M | +7.4% | +43.7% | -36.2% | -4.1% |
| YTD | +16.2% | +57.4% | -41.2% | +1.7% |
| 1Y | +26.8% | +51.9% | -25.0% | +11.5% |
| All | +26.8% | +50.1% | -23.2% | +11.5% |
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