+256.3%
ARMK vs AMBA
+129.9%
+126.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -9.4% | +5.6% | -2.4% |
| 7D | -10.2% | -14.6% | +4.4% | -8.0% |
| 30D | -9.3% | -18.8% | +9.5% | -6.5% |
| 3M | -11.4% | -32.6% | +21.2% | -6.4% |
| 6M | +11.6% | -25.8% | +37.4% | +13.2% |
| YTD | +37.5% | -22.1% | +59.6% | +37.2% |
| 1Y | +34.9% | -36.2% | +71.1% | +38.3% |
| 3Y | +83.4% | +10.0% | +73.4% | +62.8% |
| 5Y | +87.9% | -71.6% | +159.4% | +94.7% |
| 10Y | +117.0% | -4.7% | +121.7% | +70.6% |
| All | +256.3% | +129.9% | +126.4% | +151.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling