+0.1%
CARR vs ARMK
+120.6%
-120.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | -4.1% | -0.9% | -3.2% | -3.8% |
| 30D | -11.0% | -5.9% | -5.0% | -8.7% |
| 3M | -16.4% | +6.7% | -23.1% | -18.9% |
| 6M | -2.4% | +42.5% | -44.9% | -16.6% |
| YTD | +8.4% | +55.1% | -46.7% | -10.8% |
| 1Y | -8.0% | +50.3% | -58.3% | -23.4% |
| All | +0.1% | +120.6% | -120.5% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling