-1.6%
CAG vs ARMK
+350.8%
-352.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.7% |
| 6M | -14.8% | +38.8% | -53.7% | -17.3% |
| YTD | -5.4% | +55.2% | -60.6% | -9.1% |
| 1Y | -11.8% | +46.6% | -58.4% | -14.8% |
| 3Y | -36.7% | +112.9% | -149.6% | -40.9% |
| 5Y | -40.3% | +144.0% | -184.2% | -45.2% |
| 10Y | -37.0% | +132.4% | -169.4% | -39.0% |
| All | -1.6% | +350.8% | -352.4% | -11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling