+71.5%
CART vs ARMK
+93.1%
-21.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.5% | -1.6% |
| 7D | +1.2% | -10.2% | +11.4% | +3.3% |
| 30D | +27.1% | -9.3% | +36.4% | +29.4% |
| 3M | +27.4% | -11.4% | +38.8% | +30.1% |
| 6M | +32.1% | +11.6% | +20.5% | +27.8% |
| YTD | +28.5% | +37.5% | -9.0% | +17.0% |
| 1Y | +58.8% | +34.9% | +23.9% | +45.3% |
| 3Y | +114.8% | +83.4% | +31.3% | +71.5% |
| All | +71.5% | +93.1% | -21.6% | +35.4% |
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