+424.2%
CRH vs ARMK
+364.9%
+59.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.1% | -0.2% |
| 7D | -6.1% | +3.1% | -9.2% | -7.2% |
| 30D | -9.3% | -2.8% | -6.5% | -8.4% |
| 3M | -15.2% | +7.6% | -22.8% | -17.8% |
| 6M | -14.2% | +47.9% | -62.1% | -26.6% |
| YTD | -28.3% | +60.0% | -88.3% | -40.5% |
| 1Y | -21.8% | +52.2% | -74.0% | -34.0% |
| 3Y | +71.6% | +131.4% | -59.8% | +21.2% |
| 5Y | +96.6% | +163.2% | -66.6% | +30.4% |
| 10Y | +253.8% | +144.8% | +109.0% | +129.5% |
| All | +424.2% | +364.9% | +59.3% | +196.7% |
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