+401.3%
CAH vs ARMK
+148.1%
+253.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -3.0% |
| 7D | +0.5% | +1.7% | -1.2% | +0.1% |
| 30D | +1.7% | +3.1% | -1.4% | +1.0% |
| 3M | +17.9% | +9.2% | +8.6% | +15.7% |
| 6M | +10.9% | +43.7% | -32.7% | +3.1% |
| YTD | +17.9% | +57.4% | -39.5% | +7.4% |
| 1Y | +61.7% | +51.9% | +9.8% | +48.2% |
| 3Y | +183.7% | +125.4% | +58.3% | +134.1% |
| 5Y | +401.3% | +149.1% | +252.3% | +291.6% |
| All | +401.3% | +148.1% | +253.2% | +291.6% |
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 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