+421.5%
CARR vs ARMK
+574.3%
-152.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.7% | +0.3% |
| 7D | -3.8% | +3.1% | -6.9% | -4.9% |
| 30D | -8.9% | -2.8% | -6.1% | -8.0% |
| 3M | -17.3% | +7.6% | -24.9% | -19.7% |
| 6M | -1.4% | +47.9% | -49.3% | -15.2% |
| YTD | +10.0% | +60.0% | -50.0% | -8.3% |
| 1Y | -6.4% | +52.2% | -58.6% | -20.6% |
| 3Y | +1.5% | +131.4% | -129.9% | -27.0% |
| 5Y | +9.3% | +163.2% | -153.9% | -25.4% |
| All | +421.5% | +574.3% | -152.8% | +207.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling