-5.1%
COST vs ARMK
+49.9%
-55.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -2.5% | -0.9% | -1.6% | -2.5% |
| 30D | -4.4% | -5.9% | +1.5% | -4.2% |
| 3M | -8.1% | +6.7% | -14.8% | -8.5% |
| 6M | -9.2% | +42.5% | -51.8% | -11.6% |
| YTD | +5.1% | +55.1% | -50.0% | +0.2% |
| 1Y | -5.1% | +50.3% | -55.4% | -7.8% |
| All | -5.1% | +49.9% | -55.0% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling