+131.7%
ARMK vs CASY
+568.7%
-437.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | 0.0% | -11.3% | +11.4% | +4.0% |
| 3M | +6.7% | -0.6% | +7.3% | +5.1% |
| 6M | +38.8% | +10.7% | +28.1% | +30.5% |
| YTD | +55.2% | +37.1% | +18.1% | +33.9% |
| 1Y | +46.6% | +52.3% | -5.7% | +20.8% |
| 3Y | +112.9% | +215.2% | -102.3% | +27.6% |
| 5Y | +144.0% | +276.5% | -132.5% | +33.4% |
| All | +131.7% | +568.7% | -437.0% | +7.0% |
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