+15.2%
CHTR vs ARMK
+350.8%
-335.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -1.1% | -2.4% | +1.3% | -0.5% |
| 30D | -0.8% | 0.0% | -0.8% | -0.9% |
| 3M | +17.8% | +6.7% | +11.1% | +15.7% |
| 6M | -34.5% | +38.8% | -73.3% | -39.9% |
| YTD | -27.2% | +55.2% | -82.4% | -35.1% |
| 1Y | -41.4% | +46.6% | -88.0% | -47.1% |
| 3Y | -64.0% | +112.9% | -176.9% | -70.5% |
| 5Y | -81.3% | +144.0% | -225.2% | -85.2% |
| 10Y | -44.1% | +132.4% | -176.5% | -56.5% |
| All | +15.2% | +350.8% | -335.7% | -19.0% |
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