-18.7%
AMRZ vs ARMK
+36.4%
-55.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -5.5% | +2.8% | -8.3% | -6.5% |
| 30D | +15.6% | -1.8% | +17.4% | +16.1% |
| 3M | -12.1% | -10.9% | -1.2% | -7.9% |
| 6M | -19.4% | +21.2% | -40.7% | -26.5% |
| YTD | -21.9% | +47.0% | -68.9% | -34.8% |
| 1Y | -15.0% | +42.9% | -57.9% | -28.3% |
| All | -18.7% | +36.4% | -55.1% | -28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling