+295.1%
CAPR vs ARMK
+96.1%
+199.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | -0.8% | +27.3% | +26.7% |
| 7D | +25.8% | +2.8% | +23.0% | +25.0% |
| 30D | +50.2% | -1.8% | +52.0% | +50.6% |
| 3M | +185.5% | -10.9% | +196.4% | +194.1% |
| 6M | -64.8% | +21.2% | -86.1% | -67.1% |
| YTD | -61.1% | +47.0% | -108.1% | -66.0% |
| 1Y | +81.0% | +42.9% | +38.1% | +58.8% |
| All | +295.1% | +96.1% | +199.0% | +276.3% |
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