+95.0%
ARMK vs CASY
+162.5%
-67.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.2% |
| 7D | +2.8% | +5.8% | -3.0% | +1.8% |
| 30D | -1.8% | +10.7% | -12.5% | -3.6% |
| 3M | -10.9% | -13.9% | +3.0% | -8.6% |
| 6M | +21.2% | -18.4% | +39.7% | +25.7% |
| YTD | +47.0% | +29.6% | +17.4% | +32.5% |
| 1Y | +42.9% | +32.8% | +10.1% | +27.5% |
| All | +95.0% | +162.5% | -67.5% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling