-1.8%
CARR vs ARMK
+41.1%
-42.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +2.1% |
| 7D | -0.7% | -5.8% | +5.2% | +1.6% |
| 30D | +0.3% | -5.3% | +5.6% | +2.3% |
| 3M | -14.9% | -6.7% | -8.2% | -12.8% |
| 6M | -14.9% | +17.4% | -32.2% | -20.9% |
| YTD | +7.0% | +43.0% | -36.0% | -8.4% |
| 1Y | -1.8% | +40.3% | -42.1% | -15.3% |
| All | -1.8% | +41.1% | -42.9% | -15.3% |
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 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