+11.4%
AMCR vs ARMK
+47.4%
-36.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -3.3% | -2.4% | -0.9% | -2.7% |
| 30D | -5.4% | 0.0% | -5.5% | -5.6% |
| 3M | +20.0% | +6.7% | +13.3% | +17.8% |
| 6M | 0.0% | +38.8% | -38.8% | -8.7% |
| YTD | +11.5% | +55.2% | -43.7% | +0.4% |
| 1Y | +11.4% | +46.6% | -35.2% | +0.4% |
| All | +11.4% | +47.4% | -36.0% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling