+787.9%
CAT vs ARMK
+299.4%
+488.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.9% | -2.5% | -5.1% |
| 7D | -14.5% | -10.2% | -4.3% | -11.3% |
| 30D | -35.7% | -9.3% | -26.4% | -33.6% |
| 3M | -36.3% | -11.4% | -24.9% | -33.8% |
| 6M | -38.5% | +11.6% | -50.2% | -40.9% |
| YTD | -2.5% | +37.5% | -40.0% | -12.6% |
| 1Y | -1.9% | +34.9% | -36.8% | -11.6% |
| 3Y | +139.2% | +83.4% | +55.8% | +93.1% |
| 5Y | +192.1% | +87.9% | +104.3% | +130.4% |
| 10Y | +732.3% | +117.0% | +615.3% | +527.8% |
| All | +787.9% | +299.4% | +488.5% | +510.3% |
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