-5.3%
CAG vs ARMK
+328.3%
-333.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -3.3% | +2.7% | -6.0% | -3.5% |
| 30D | +7.7% | -1.5% | +9.1% | +7.6% |
| 3M | -3.2% | -11.6% | +8.4% | -2.4% |
| 6M | +7.0% | +6.7% | +0.2% | +6.1% |
| YTD | -9.0% | +47.4% | -56.4% | -12.2% |
| 1Y | -9.6% | +41.5% | -51.1% | -12.6% |
| 3Y | -36.0% | +95.5% | -131.5% | -40.0% |
| 5Y | -40.9% | +108.4% | -149.2% | -45.2% |
| 10Y | -37.3% | +132.3% | -169.6% | -40.1% |
| All | -5.3% | +328.3% | -333.6% | -14.1% |
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