+132.6%
ARMK vs CASY
+539.5%
-406.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.3% |
| 7D | -0.7% | +5.0% | -5.7% | -2.3% |
| 30D | -1.3% | +8.2% | -9.5% | -4.1% |
| 3M | -2.5% | -18.2% | +15.7% | +3.3% |
| 6M | +20.8% | -18.6% | +39.4% | +26.6% |
| YTD | +48.2% | +26.8% | +21.4% | +30.1% |
| 1Y | +45.7% | +31.6% | +14.1% | +25.8% |
| 3Y | +96.6% | +156.5% | -60.0% | +26.6% |
| 5Y | +106.6% | +258.6% | -152.0% | +13.4% |
| 10Y | +132.6% | +550.3% | -417.7% | +9.8% |
| All | +132.6% | +539.5% | -406.9% | +9.8% |
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