+674.0%
CAT vs ARMK
+125.8%
+548.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.4% | -2.1% |
| 7D | -6.3% | -0.7% | -5.6% | -6.0% |
| 30D | -26.8% | -1.3% | -25.5% | -26.4% |
| 3M | -30.0% | -2.5% | -27.6% | -29.5% |
| 6M | -34.6% | +20.8% | -55.4% | -38.8% |
| YTD | +2.9% | +48.2% | -45.3% | -10.1% |
| 1Y | +3.3% | +45.7% | -42.5% | -9.4% |
| 3Y | +153.7% | +96.6% | +57.1% | +99.4% |
| 5Y | +207.3% | +106.6% | +100.7% | +134.0% |
| 10Y | +674.0% | +132.6% | +541.4% | +512.0% |
| All | +674.0% | +125.8% | +548.2% | +512.0% |
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 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