+129.4%
ARMK vs CASY
+551.3%
-421.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.0% |
| 7D | +0.9% | +3.6% | -2.7% | -0.3% |
| 30D | -0.4% | +7.2% | -7.6% | -2.9% |
| 3M | -2.0% | -16.9% | +15.0% | +3.3% |
| 6M | +22.0% | -19.3% | +41.3% | +28.2% |
| YTD | +49.6% | +25.6% | +24.0% | +31.8% |
| 1Y | +46.4% | +30.2% | +16.2% | +26.8% |
| 3Y | +103.2% | +154.9% | -51.7% | +31.0% |
| 5Y | +108.1% | +252.1% | -144.0% | +15.0% |
| 10Y | +129.4% | +535.8% | -406.4% | +7.7% |
| All | +129.4% | +551.3% | -421.9% | +7.7% |
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