+51.0%
AMCR vs ARMK
+350.8%
-299.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -1.9% | -2.4% | +0.5% | -1.2% |
| 30D | -4.1% | 0.0% | -4.1% | -4.2% |
| 3M | +21.7% | +6.7% | +15.0% | +19.4% |
| 6M | +1.5% | +38.8% | -37.3% | -7.5% |
| YTD | +13.1% | +55.2% | -42.1% | -0.1% |
| 1Y | +13.0% | +46.6% | -33.6% | +1.1% |
| 3Y | +6.9% | +112.9% | -106.0% | -14.9% |
| 5Y | -10.5% | +144.0% | -154.4% | -32.4% |
| 10Y | +20.9% | +132.4% | -111.5% | -20.6% |
| All | +51.0% | +350.8% | -299.8% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling