+427.5%
AME vs ARMK
+350.8%
+76.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | +0.6% | -2.4% | +3.0% | +1.4% |
| 30D | -6.7% | 0.0% | -6.7% | -6.8% |
| 3M | +4.1% | +6.7% | -2.6% | +1.8% |
| 6M | +1.6% | +38.8% | -37.2% | -8.9% |
| YTD | +16.1% | +55.2% | -39.0% | +0.4% |
| 1Y | +27.3% | +46.6% | -19.3% | +11.9% |
| 3Y | +50.9% | +112.9% | -62.0% | +15.6% |
| 5Y | +81.4% | +144.0% | -62.6% | +30.7% |
| 10Y | +417.0% | +132.4% | +284.5% | +266.3% |
| All | +427.5% | +350.8% | +76.6% | +227.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling