-15.1%
AMRZ vs ARMK
+47.4%
-62.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | 0.0% |
| 7D | -1.9% | -2.4% | +0.5% | -0.7% |
| 30D | -16.9% | 0.0% | -17.0% | -17.0% |
| 3M | -19.2% | +6.7% | -25.9% | -21.7% |
| 6M | -29.3% | +38.8% | -68.1% | -40.3% |
| YTD | -18.0% | +55.2% | -73.2% | -34.6% |
| 1Y | -15.1% | +46.6% | -61.7% | -31.0% |
| All | -15.1% | +47.4% | -62.5% | -31.0% |
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