-99.9%
AMIX vs ARMK
+89.8%
-189.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | +1.7% |
| 7D | -16.0% | -2.6% | -13.4% | -17.0% |
| 30D | -55.4% | -5.2% | -50.2% | -56.3% |
| 3M | -87.5% | -6.5% | -81.0% | -87.8% |
| 6M | -81.2% | +15.3% | -96.5% | -80.7% |
| YTD | -86.8% | +43.6% | -130.4% | -85.6% |
| 1Y | -91.6% | +42.1% | -133.6% | -90.8% |
| All | -99.9% | +89.8% | -189.7% | -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