+302.2%
ARMK vs CASY
+1,116.4%
-814.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.7% |
| 3M | +6.7% | -0.6% | +7.3% | +5.3% |
| 6M | +38.8% | +10.7% | +28.1% | +31.4% |
| YTD | +55.2% | +37.1% | +18.1% | +36.0% |
| 1Y | +46.6% | +52.3% | -5.7% | +23.2% |
| 3Y | +112.9% | +215.2% | -102.3% | +35.4% |
| 5Y | +144.0% | +276.5% | -132.5% | +43.6% |
| 10Y | +132.4% | +508.4% | -375.9% | +18.8% |
| All | +302.2% | +1,116.4% | -814.2% | +92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling