+59.5%
CAPR vs ARMK
+44.7%
+14.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.9% | -9.0% | -9.3% |
| 7D | +7.6% | -0.7% | +8.4% | +7.9% |
| 30D | +13.3% | -1.3% | +14.6% | +13.9% |
| 3M | +130.4% | -2.5% | +132.9% | +135.7% |
| 6M | -70.8% | +20.8% | -91.6% | -77.3% |
| YTD | -69.3% | +48.2% | -117.5% | -89.2% |
| 1Y | +59.5% | +45.7% | +13.8% | -44.9% |
| All | +59.5% | +44.7% | +14.8% | -44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling