+10.4%
CHTR vs ARMK
+357.2%
-346.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -4.5% |
| 7D | -0.3% | +1.7% | -2.0% | -0.8% |
| 30D | -4.5% | +3.1% | -7.6% | -5.3% |
| 3M | +10.2% | +9.2% | +1.0% | +7.7% |
| 6M | -37.2% | +43.7% | -80.9% | -42.9% |
| YTD | -30.2% | +57.4% | -87.6% | -38.0% |
| 1Y | -44.8% | +51.9% | -96.6% | -50.6% |
| 3Y | -65.5% | +125.4% | -190.9% | -72.1% |
| 5Y | -81.8% | +149.1% | -230.9% | -85.7% |
| 10Y | -45.8% | +135.4% | -181.2% | -58.0% |
| All | +10.4% | +357.2% | -346.8% | -22.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling