+166.0%
CAT vs ARMK
+101.3%
+64.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.2% | +3.0% | +5.5% |
| 7D | -2.4% | +0.9% | -3.3% | -2.7% |
| 30D | -25.0% | -0.4% | -24.6% | -24.9% |
| 3M | -28.7% | -2.0% | -26.8% | -28.3% |
| 6M | -33.0% | +22.0% | -54.9% | -38.2% |
| YTD | +5.4% | +49.6% | -44.2% | -10.4% |
| 1Y | +7.3% | +46.4% | -39.1% | -8.1% |
| 3Y | +166.0% | +103.2% | +62.8% | +107.8% |
| All | +166.0% | +101.3% | +64.8% | +107.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling