+419.3%
CAH vs ARMK
+350.8%
+68.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | +5.4% | -2.4% | +7.8% | +5.9% |
| 30D | +3.3% | 0.0% | +3.3% | +3.2% |
| 3M | +22.8% | +6.7% | +16.1% | +21.0% |
| 6M | +11.3% | +38.8% | -27.6% | +3.7% |
| YTD | +21.1% | +55.2% | -34.0% | +10.1% |
| 1Y | +67.2% | +46.6% | +20.6% | +53.6% |
| 3Y | +195.6% | +112.9% | +82.7% | +147.1% |
| 5Y | +413.8% | +144.0% | +269.9% | +310.2% |
| 10Y | +309.6% | +132.4% | +177.2% | +239.8% |
| All | +419.3% | +350.8% | +68.5% | +280.2% |
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