+256.3%
ARMK vs CASY
+1,010.4%
-754.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.2% | -6.1% | -4.5% |
| 7D | -10.2% | +1.8% | -12.0% | -10.8% |
| 30D | -9.3% | +11.2% | -20.5% | -12.4% |
| 3M | -11.4% | -19.1% | +7.7% | -6.2% |
| 6M | +11.6% | -19.9% | +31.5% | +17.1% |
| YTD | +37.5% | +25.2% | +12.3% | +23.0% |
| 1Y | +34.9% | +31.6% | +3.3% | +18.3% |
| 3Y | +83.4% | +155.4% | -72.0% | +24.6% |
| 5Y | +87.9% | +251.5% | -163.7% | +12.1% |
| 10Y | +117.0% | +558.6% | -441.6% | +9.9% |
| All | +256.3% | +1,010.4% | -754.1% | +74.0% |
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 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