+214.7%
CAPR vs ARMK
+91.9%
+122.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.5% | +0.2% | +3.5% |
| 7D | +41.1% | -2.6% | +43.7% | +41.9% |
| 30D | +11.1% | -5.2% | +16.3% | +12.4% |
| 3M | +115.3% | -6.5% | +121.8% | +119.4% |
| 6M | -73.8% | +15.3% | -89.1% | -75.2% |
| YTD | -68.8% | +43.6% | -112.4% | -72.6% |
| 1Y | +43.3% | +42.1% | +1.3% | +26.4% |
| 3Y | +214.7% | +94.0% | +120.7% | +202.2% |
| All | +214.7% | +91.9% | +122.7% | +202.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling