-77.4%
CAPR vs ARMK
+136.6%
-214.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -4.2% |
| 7D | -9.5% | +1.7% | -11.2% | -10.2% |
| 30D | +121.5% | +3.1% | +118.4% | +118.6% |
| 3M | -65.4% | +9.2% | -74.6% | -67.1% |
| 6M | -67.5% | +43.7% | -111.2% | -72.9% |
| YTD | -68.6% | +57.4% | -126.0% | -75.0% |
| 1Y | +42.7% | +51.9% | -9.2% | +15.6% |
| 3Y | +43.4% | +125.4% | -82.0% | -7.4% |
| 5Y | +86.0% | +149.1% | -63.0% | +11.8% |
| 10Y | -77.4% | +135.4% | -212.9% | -88.6% |
| All | -77.4% | +136.6% | -214.0% | -88.6% |
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