+71.8%
COST vs ARMK
+125.3%
-53.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.8% |
| 7D | -3.2% | +1.7% | -4.9% | -3.4% |
| 30D | -4.0% | +3.1% | -7.1% | -4.5% |
| 3M | -6.5% | +9.2% | -15.7% | -7.9% |
| 6M | -8.5% | +43.7% | -52.2% | -14.1% |
| YTD | +6.0% | +57.4% | -51.4% | -2.5% |
| 1Y | -5.8% | +51.9% | -57.7% | -12.8% |
| 3Y | +71.8% | +125.4% | -53.6% | +48.6% |
| All | +71.8% | +125.3% | -53.4% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling