-41.2%
CAG vs ARMK
+146.8%
-188.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -6.6% | +0.3% | -6.9% | -6.7% |
| 30D | +2.3% | +2.4% | -0.1% | +2.0% |
| 3M | +16.3% | +6.1% | +10.3% | +15.4% |
| 6M | -16.0% | +41.8% | -57.8% | -19.9% |
| YTD | -7.7% | +55.5% | -63.2% | -13.0% |
| 1Y | -16.0% | +49.6% | -65.6% | -20.5% |
| 3Y | -37.7% | +122.8% | -160.5% | -44.5% |
| 5Y | -41.2% | +151.0% | -192.2% | -48.7% |
| All | -41.2% | +146.8% | -188.1% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling