+130.6%
ARMK vs CASY
+555.0%
-424.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +2.7% | +3.6% | -0.9% | +1.5% |
| 30D | -1.5% | +9.1% | -10.5% | -4.5% |
| 3M | -11.6% | -16.5% | +5.0% | -6.8% |
| 6M | +6.7% | -19.7% | +26.5% | +12.6% |
| YTD | +47.4% | +29.3% | +18.2% | +28.6% |
| 1Y | +41.5% | +33.1% | +8.4% | +21.7% |
| 3Y | +95.5% | +158.5% | -63.0% | +25.6% |
| 5Y | +108.4% | +266.7% | -158.3% | +13.4% |
| All | +130.6% | +555.0% | -424.4% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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