-69.4%
CAPR vs ARMK
+131.4%
-200.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.0% | -7.0% |
| 7D | +5.9% | +2.7% | +3.2% | +4.7% |
| 30D | +44.6% | -1.5% | +46.1% | +45.2% |
| 3M | +126.4% | -11.6% | +137.9% | +138.3% |
| 6M | -68.6% | +6.7% | -75.3% | -70.0% |
| YTD | -67.0% | +47.4% | -114.4% | -73.1% |
| 1Y | +65.2% | +41.5% | +23.7% | +37.3% |
| 3Y | +235.6% | +95.5% | +140.0% | +130.4% |
| 5Y | +175.4% | +108.4% | +67.1% | +79.8% |
| All | -69.4% | +131.4% | -200.7% | -84.2% |
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 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