-45.9%
CHTR vs ARMK
+146.1%
-191.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.6% | +2.9% |
| 7D | -4.1% | +3.1% | -7.2% | -4.8% |
| 30D | -3.0% | -2.8% | -0.2% | -2.3% |
| 3M | +4.8% | +7.6% | -2.8% | +2.8% |
| 6M | -35.0% | +47.9% | -82.9% | -41.1% |
| YTD | -30.2% | +60.0% | -90.2% | -38.0% |
| 1Y | -44.8% | +52.2% | -97.0% | -50.4% |
| 3Y | -66.6% | +131.4% | -198.0% | -72.8% |
| 5Y | -81.5% | +163.2% | -244.7% | -85.5% |
| All | -45.9% | +146.1% | -191.9% | -56.6% |
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 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