+87.9%
ARMK vs AMBA
-72.1%
+160.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -9.4% | +5.6% | -2.5% |
| 7D | -10.2% | -14.6% | +4.4% | -8.2% |
| 30D | -9.3% | -18.8% | +9.5% | -6.7% |
| 3M | -11.4% | -32.6% | +21.2% | -6.6% |
| 6M | +11.6% | -25.8% | +37.4% | +13.0% |
| YTD | +37.5% | -22.1% | +59.6% | +36.9% |
| 1Y | +34.9% | -36.2% | +71.1% | +38.1% |
| 3Y | +83.4% | +10.0% | +73.4% | +59.9% |
| 5Y | +87.9% | -71.6% | +159.4% | +81.6% |
| All | +87.9% | -72.1% | +160.0% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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