-37.2%
CAG vs ARMK
+138.5%
-175.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | -5.9% | -0.9% | -5.0% | -5.8% |
| 30D | -1.5% | -5.9% | +4.4% | -1.2% |
| 3M | +11.5% | +6.7% | +4.8% | +10.9% |
| 6M | -15.7% | +42.5% | -58.2% | -17.7% |
| YTD | -10.2% | +55.1% | -65.3% | -12.9% |
| 1Y | -18.1% | +50.3% | -68.4% | -20.3% |
| 3Y | -39.4% | +122.2% | -161.6% | -42.6% |
| 5Y | -42.6% | +155.2% | -197.8% | -46.2% |
| All | -37.2% | +138.5% | -175.8% | -35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling