+298.9%
CDW vs ARMK
+131.4%
+167.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +9.3% | +2.7% | +6.7% | +8.3% |
| 30D | +14.4% | -1.5% | +15.8% | +14.5% |
| 3M | +21.4% | -11.6% | +33.0% | +26.3% |
| 6M | +72.8% | +6.7% | +66.1% | +67.8% |
| YTD | +28.0% | +47.4% | -19.4% | +9.7% |
| 1Y | +19.3% | +41.5% | -22.1% | +3.8% |
| 3Y | -15.3% | +95.5% | -110.8% | -35.5% |
| 5Y | -3.8% | +108.4% | -112.2% | -29.4% |
| All | +298.9% | +131.4% | +167.5% | +183.8% |
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 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