+302.3%
CAH vs ARMK
+134.7%
+167.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -2.2% | +0.3% | -2.6% | -2.3% |
| 30D | +1.2% | +2.4% | -1.2% | +0.6% |
| 3M | +13.1% | +6.1% | +7.0% | +11.7% |
| 6M | +8.5% | +41.8% | -33.3% | +1.0% |
| YTD | +17.6% | +55.5% | -37.9% | +7.4% |
| 1Y | +60.7% | +49.6% | +11.1% | +47.6% |
| 3Y | +183.2% | +122.8% | +60.4% | +136.8% |
| 5Y | +402.2% | +151.0% | +251.2% | +303.6% |
| 10Y | +302.3% | +138.0% | +164.4% | +251.7% |
| All | +302.3% | +134.7% | +167.6% | +251.7% |
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 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