-14.7%
AMRZ vs ARMK
+44.0%
-58.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | 0.0% |
| 7D | -1.9% | -2.4% | +0.5% | -0.8% |
| 30D | -16.9% | 0.0% | -17.0% | -17.0% |
| 3M | -19.2% | +6.7% | -25.9% | -21.5% |
| 6M | -29.3% | +38.8% | -68.1% | -39.3% |
| YTD | -18.0% | +55.2% | -73.2% | -32.8% |
| 1Y | -15.1% | +46.6% | -61.7% | -29.3% |
| All | -14.7% | +44.0% | -58.7% | -26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling