-67.2%
CAPR vs ARMK
+299.4%
-366.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.9% | +0.3% | -2.0% |
| 7D | +29.7% | -10.2% | +39.9% | +35.4% |
| 30D | +11.0% | -9.3% | +20.3% | +15.2% |
| 3M | +118.8% | -11.4% | +130.2% | +129.0% |
| 6M | -73.9% | +11.6% | -85.5% | -75.7% |
| YTD | -70.2% | +37.5% | -107.7% | -74.7% |
| 1Y | +38.3% | +34.9% | +3.4% | +18.5% |
| 3Y | +199.7% | +83.4% | +116.2% | +116.2% |
| 5Y | +130.6% | +87.9% | +42.7% | +61.6% |
| 10Y | -68.5% | +117.0% | -185.5% | -82.2% |
| All | -67.2% | +299.4% | -366.6% | -69.0% |
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