+14.9%
AMT vs ARMK
+96.4%
-81.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -2.2% | +7.1% | -9.3% | -2.5% |
| 30D | +5.8% | -1.6% | +7.4% | +5.8% |
| 3M | +12.6% | -10.5% | +23.1% | +13.3% |
| 6M | +8.3% | +11.8% | -3.5% | +7.3% |
| YTD | +11.4% | +47.3% | -35.8% | +7.7% |
| 1Y | +7.7% | +41.5% | -33.7% | +4.5% |
| All | +14.9% | +96.4% | -81.5% | +11.6% |
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