-11.8%
CAG vs ARMK
+47.4%
-59.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -3.8% | -2.4% | -1.4% | -3.6% |
| 30D | +3.1% | 0.0% | +3.1% | +3.1% |
| 3M | +23.5% | +6.7% | +16.8% | +22.5% |
| 6M | -14.8% | +38.8% | -53.7% | -19.0% |
| YTD | -5.4% | +55.2% | -60.6% | -11.7% |
| 1Y | -11.8% | +46.6% | -58.4% | -17.2% |
| All | -11.8% | +47.4% | -59.2% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 1y: compounded portfolio wealth divided by compounded ARMK 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…
1y analysis · Full analysis span regression · 6 months rolling