-17.0%
AMRZ vs ARMK
+27.6%
-44.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.5% | -1.9% |
| 7D | +2.5% | -10.2% | +12.7% | +6.8% |
| 30D | +14.4% | -9.3% | +23.7% | +18.5% |
| 3M | -19.2% | -11.4% | -7.8% | -15.4% |
| 6M | -19.7% | +11.6% | -31.3% | -24.2% |
| YTD | -20.2% | +37.5% | -57.6% | -31.6% |
| 1Y | -15.1% | +34.9% | -50.0% | -26.6% |
| All | -17.0% | +27.6% | -44.5% | -24.9% |
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