-64.7%
CAPR vs ARMK
+131.1%
-195.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.2% | +5.3% | +7.6% |
| 7D | +36.0% | +0.9% | +35.1% | +35.5% |
| 30D | +25.8% | -0.4% | +26.2% | +25.8% |
| 3M | +140.8% | -2.0% | +142.8% | +142.2% |
| 6M | -67.6% | +22.0% | -89.5% | -71.0% |
| YTD | -65.9% | +49.6% | -115.5% | -72.3% |
| 1Y | +66.1% | +46.4% | +19.8% | +36.2% |
| 3Y | +256.9% | +103.2% | +153.7% | +140.8% |
| 5Y | +172.1% | +108.1% | +64.0% | +77.8% |
| 10Y | -64.7% | +129.4% | -194.1% | -81.8% |
| All | -64.7% | +131.1% | -195.8% | -81.8% |
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