+411.8%
CAH vs ARMK
+130.7%
+281.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +5.9% | +2.8% | +3.1% | +5.3% |
| 30D | +16.5% | -1.8% | +18.3% | +16.7% |
| 3M | +15.7% | -10.9% | +26.6% | +18.1% |
| 6M | +52.7% | +21.2% | +31.5% | +46.5% |
| YTD | +36.3% | +47.0% | -10.7% | +25.6% |
| 1Y | +36.7% | +42.9% | -6.1% | +26.6% |
| 3Y | +178.2% | +95.0% | +83.2% | +138.8% |
| 5Y | +515.8% | +106.2% | +409.5% | +414.2% |
| 10Y | +411.8% | +131.6% | +280.2% | +347.6% |
| All | +411.8% | +130.7% | +281.1% | +347.6% |
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