+51.5%
CART vs ARMK
+118.0%
-66.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | +1.0% | -2.4% | +3.5% | +1.5% |
| 30D | +12.6% | 0.0% | +12.6% | +12.4% |
| 3M | +23.1% | +6.7% | +16.5% | +21.1% |
| 6M | +39.5% | +38.8% | +0.7% | +28.6% |
| YTD | +13.5% | +55.2% | -41.6% | +1.1% |
| 1Y | +14.9% | +46.6% | -31.7% | +3.8% |
| All | +51.5% | +118.0% | -66.4% | +17.0% |
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