+436.5%
CARR vs ARMK
+563.1%
-126.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.5% |
| 7D | +3.2% | +1.7% | +1.6% | +2.6% |
| 30D | -7.7% | +3.1% | -10.8% | -8.9% |
| 3M | -11.9% | +9.2% | -21.1% | -15.0% |
| 6M | +2.0% | +43.7% | -41.6% | -11.3% |
| YTD | +13.2% | +57.4% | -44.2% | -5.1% |
| 1Y | -8.5% | +51.9% | -60.4% | -22.4% |
| 3Y | +5.0% | +125.4% | -120.4% | -23.8% |
| 5Y | +12.0% | +149.1% | -137.1% | -22.2% |
| All | +436.5% | +563.1% | -126.6% | +218.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling