-31.3%
AMT vs ARMK
+144.6%
-175.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -0.2% | -2.4% | +2.2% | +0.3% |
| 30D | +4.6% | 0.0% | +4.6% | +4.5% |
| 3M | -8.4% | +6.7% | -15.1% | -9.8% |
| 6M | -6.0% | +38.8% | -44.8% | -12.8% |
| YTD | +2.1% | +55.2% | -53.1% | -7.8% |
| 1Y | -6.4% | +46.6% | -53.0% | -14.5% |
| 3Y | +8.1% | +112.9% | -104.8% | -13.1% |
| All | -31.3% | +144.6% | -175.9% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling