-6.4%
CARR vs ARMK
+54.5%
-60.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.7% | +0.2% |
| 7D | -3.8% | +3.1% | -6.9% | -4.9% |
| 30D | -8.9% | -2.8% | -6.1% | -7.9% |
| 3M | -17.3% | +7.6% | -24.9% | -19.9% |
| 6M | -1.4% | +47.9% | -49.3% | -16.5% |
| YTD | +10.0% | +60.0% | -50.0% | -9.4% |
| 1Y | -6.4% | +52.2% | -58.6% | -21.3% |
| All | -6.4% | +54.5% | -60.9% | -21.3% |
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