+238.9%
CRM vs ARMK
+146.1%
+92.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.2% | +1.0% |
| 7D | -4.4% | +3.1% | -7.6% | -5.3% |
| 30D | +28.1% | -2.8% | +30.9% | +29.0% |
| 3M | +48.8% | +7.6% | +41.2% | +45.2% |
| 6M | +28.3% | +47.9% | -19.6% | +13.2% |
| YTD | -6.0% | +60.0% | -66.0% | -19.2% |
| 1Y | +1.4% | +52.2% | -50.8% | -11.6% |
| 3Y | +11.8% | +131.4% | -119.6% | -14.8% |
| 5Y | -2.0% | +163.2% | -165.2% | -28.2% |
| All | +238.9% | +146.1% | +92.8% | +164.8% |
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 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