+688.6%
CAT vs ARMK
+131.4%
+557.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | +7.4% | +2.7% | +4.8% | +6.6% |
| 30D | -19.7% | -1.5% | -18.2% | -19.2% |
| 3M | -29.6% | -11.6% | -18.0% | -26.6% |
| 6M | -33.2% | +6.7% | -39.9% | -34.7% |
| YTD | +5.7% | +47.4% | -41.8% | -7.6% |
| 1Y | +9.3% | +41.5% | -32.1% | -3.1% |
| 3Y | +158.3% | +95.5% | +62.8% | +103.4% |
| 5Y | +211.6% | +108.4% | +103.2% | +136.7% |
| All | +688.6% | +131.4% | +557.3% | +524.7% |
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 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