+795.9%
CAT vs ARMK
+317.2%
+478.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.6% | -0.6% |
| 7D | -10.3% | -2.6% | -7.7% | -9.5% |
| 30D | -31.2% | -5.2% | -26.0% | -29.9% |
| 3M | -34.7% | -6.5% | -28.1% | -33.3% |
| 6M | -39.5% | +15.3% | -54.7% | -42.5% |
| YTD | -1.7% | +43.6% | -45.3% | -13.1% |
| 1Y | -1.1% | +42.1% | -43.2% | -12.4% |
| 3Y | +143.9% | +94.0% | +49.9% | +93.2% |
| 5Y | +194.8% | +96.3% | +98.5% | +129.0% |
| 10Y | +739.8% | +126.7% | +613.1% | +524.3% |
| All | +795.9% | +317.2% | +478.7% | +506.9% |
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