+283.4%
CDW vs ARMK
+131.8%
+151.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | +3.2% | -2.4% | +5.6% | +4.0% |
| 30D | +9.3% | 0.0% | +9.3% | +9.0% |
| 3M | +9.8% | +6.7% | +3.1% | +6.9% |
| 6M | +23.3% | +38.8% | -15.5% | +8.5% |
| YTD | +13.7% | +55.2% | -41.5% | -4.1% |
| 1Y | -6.5% | +46.6% | -53.1% | -19.6% |
| 3Y | -25.2% | +112.9% | -138.1% | -44.7% |
| 5Y | -19.5% | +144.0% | -163.5% | -44.0% |
| All | +283.4% | +131.8% | +151.7% | +175.5% |
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