+112.7%
AMT vs ARMK
+123.7%
-11.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.5% | -7.1% | -3.4% |
| 7D | +0.5% | -2.6% | +3.2% | +0.9% |
| 30D | +13.6% | -5.2% | +18.8% | +14.4% |
| 3M | +11.5% | -6.5% | +18.0% | +12.4% |
| 6M | +6.9% | +15.3% | -8.3% | +3.9% |
| YTD | +10.8% | +43.6% | -32.8% | +3.6% |
| 1Y | +10.3% | +42.1% | -31.7% | +3.2% |
| 3Y | +12.4% | +94.0% | -81.6% | -1.6% |
| 5Y | -20.1% | +96.3% | -116.3% | -30.9% |
| All | +112.7% | +123.7% | -11.0% | +83.7% |
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