-64.1%
CAPR vs ARMK
+350.8%
-415.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.7% |
| 7D | -2.0% | -2.4% | +0.4% | -1.1% |
| 30D | +139.2% | 0.0% | +139.2% | +139.2% |
| 3M | -66.4% | +6.7% | -73.0% | -67.7% |
| 6M | -63.1% | +38.8% | -102.0% | -68.5% |
| YTD | -67.4% | +55.2% | -122.6% | -73.6% |
| 1Y | +58.2% | +46.6% | +11.6% | +31.6% |
| 3Y | +42.2% | +112.9% | -70.7% | -3.1% |
| 5Y | +87.3% | +144.0% | -56.7% | +17.5% |
| 10Y | -75.3% | +132.4% | -207.7% | -86.5% |
| All | -64.1% | +350.8% | -415.0% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling