-68.2%
CAPR vs ARMK
+125.8%
-194.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.9% | -9.0% | -9.5% |
| 7D | +7.6% | -0.7% | +8.4% | +8.0% |
| 30D | +13.3% | -1.3% | +14.6% | +13.8% |
| 3M | +130.4% | -2.5% | +132.9% | +132.3% |
| 6M | -70.8% | +20.8% | -91.6% | -73.8% |
| YTD | -69.3% | +48.2% | -117.5% | -75.0% |
| 1Y | +59.5% | +45.7% | +13.8% | +31.1% |
| 3Y | +216.8% | +96.6% | +120.2% | +117.1% |
| 5Y | +152.7% | +106.6% | +46.1% | +65.7% |
| 10Y | -68.2% | +132.6% | -200.8% | -83.7% |
| All | -68.2% | +125.8% | -194.0% | -83.7% |
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