+124.5%
AMT vs ARMK
+131.1%
-6.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | -0.5% |
| 7D | +0.4% | +0.9% | -0.6% | +0.1% |
| 30D | +3.7% | -0.4% | +4.1% | +3.6% |
| 3M | +10.7% | -2.0% | +12.7% | +10.8% |
| 6M | +9.3% | +22.0% | -12.7% | +5.2% |
| YTD | +10.9% | +49.6% | -38.7% | +3.0% |
| 1Y | +10.5% | +46.4% | -35.8% | +2.9% |
| 3Y | +15.5% | +103.2% | -87.7% | +0.4% |
| 5Y | -20.6% | +108.1% | -128.7% | -32.0% |
| 10Y | +124.5% | +129.4% | -4.9% | +93.2% |
| All | +124.5% | +131.1% | -6.6% | +93.2% |
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