+18.6%
AMCR vs ARMK
+131.1%
-112.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -4.5% | +7.1% | -11.6% | -6.5% |
| 30D | +4.9% | -1.6% | +6.5% | +5.1% |
| 3M | -4.6% | -10.5% | +6.0% | -1.7% |
| 6M | +15.2% | +11.8% | +3.4% | +10.6% |
| YTD | +9.7% | +47.3% | -37.5% | -3.5% |
| 1Y | +10.5% | +41.5% | -31.0% | -1.7% |
| 3Y | +13.8% | +95.3% | -81.5% | -10.2% |
| 5Y | -9.1% | +108.1% | -117.3% | -31.0% |
| All | +18.6% | +131.1% | -112.5% | -24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling