+7.7%
CARR vs ARMK
+147.8%
-140.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | -4.1% | -0.9% | -3.2% | -3.7% |
| 30D | -11.0% | -5.9% | -5.0% | -8.5% |
| 3M | -16.4% | +6.7% | -23.1% | -19.1% |
| 6M | -2.4% | +42.5% | -44.9% | -17.7% |
| YTD | +8.4% | +55.1% | -46.7% | -12.3% |
| 1Y | -8.0% | +50.3% | -58.3% | -24.6% |
| 3Y | +0.6% | +122.2% | -121.6% | -33.1% |
| 5Y | +7.7% | +155.2% | -147.4% | -35.1% |
| All | +7.7% | +147.8% | -140.1% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling