-8.7%
AMCR vs ARMK
+146.8%
-155.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.6% | -2.4% |
| 7D | -6.3% | +0.3% | -6.6% | -6.4% |
| 30D | -7.1% | +2.4% | -9.5% | -7.9% |
| 3M | +12.7% | +6.1% | +6.6% | +10.5% |
| 6M | +5.2% | +41.8% | -36.6% | -5.7% |
| YTD | +8.1% | +55.5% | -47.5% | -5.9% |
| 1Y | +11.7% | +49.6% | -37.9% | -1.9% |
| 3Y | +9.9% | +122.8% | -112.9% | -16.9% |
| 5Y | -8.7% | +151.0% | -159.7% | -34.5% |
| All | -8.7% | +146.8% | -155.5% | -34.5% |
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