+72.5%
CART vs ARMK
+101.7%
-29.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.9% | -0.3% |
| 7D | +3.0% | -2.6% | +5.6% | +3.4% |
| 30D | +28.6% | -5.2% | +33.8% | +29.7% |
| 3M | +29.1% | -6.5% | +35.6% | +30.3% |
| 6M | +44.7% | +15.3% | +29.5% | +39.2% |
| YTD | +29.2% | +43.6% | -14.4% | +16.7% |
| 1Y | +66.2% | +42.1% | +24.1% | +50.4% |
| 3Y | +112.8% | +94.0% | +18.8% | +68.0% |
| All | +72.5% | +101.7% | -29.2% | +34.9% |
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