-99.9%
AMIX vs ARMK
+81.7%
-181.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.9% | -1.7% | -7.1% |
| 7D | -25.5% | -10.2% | -15.3% | -28.9% |
| 30D | -56.2% | -9.3% | -46.9% | -57.8% |
| 3M | -87.4% | -11.4% | -76.0% | -88.0% |
| 6M | -80.9% | +11.6% | -92.5% | -80.7% |
| YTD | -86.8% | +37.5% | -124.3% | -85.9% |
| 1Y | -91.3% | +34.9% | -126.2% | -90.7% |
| All | -99.9% | +81.7% | -181.7% | -99.9% |
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