+66.2%
CART vs ARMK
+40.7%
+25.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.9% | +0.5% |
| 7D | +3.0% | -2.6% | +5.6% | +3.0% |
| 30D | +28.6% | -5.2% | +33.8% | +28.4% |
| 3M | +29.1% | -6.5% | +35.6% | +28.9% |
| 6M | +44.7% | +15.3% | +29.5% | +45.0% |
| YTD | +29.2% | +43.6% | -14.4% | +24.1% |
| 1Y | +66.2% | +42.1% | +24.1% | +59.7% |
| All | +66.2% | +40.7% | +25.5% | +59.7% |
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