+95.0%
AMT vs ARMK
+136.6%
-41.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.3% |
| 7D | -0.2% | +1.7% | -1.9% | -0.4% |
| 30D | +1.8% | +3.1% | -1.3% | +1.3% |
| 3M | -6.2% | +9.2% | -15.4% | -7.7% |
| 6M | -5.0% | +43.7% | -48.7% | -10.9% |
| YTD | +2.1% | +57.4% | -55.3% | -5.9% |
| 1Y | -5.7% | +51.9% | -57.6% | -12.7% |
| 3Y | +7.9% | +125.4% | -117.5% | -7.9% |
| 5Y | -32.3% | +149.1% | -181.4% | -43.7% |
| 10Y | +95.0% | +135.4% | -40.4% | +75.8% |
| All | +95.0% | +136.6% | -41.6% | +75.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling