-18.5%
AMRZ vs ARMK
+33.2%
-51.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.5% | -6.3% | -3.5% |
| 7D | +1.2% | -2.6% | +3.8% | +2.1% |
| 30D | +15.1% | -5.2% | +20.3% | +17.2% |
| 3M | -18.1% | -6.5% | -11.5% | -16.1% |
| 6M | -23.5% | +15.3% | -38.7% | -28.6% |
| YTD | -21.6% | +43.6% | -65.2% | -34.0% |
| 1Y | -14.7% | +42.1% | -56.8% | -27.8% |
| All | -18.5% | +33.2% | -51.7% | -27.6% |
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