+9.7%
CRM vs ARMK
+120.6%
-110.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -8.1% | -0.9% | -7.2% | -7.9% |
| 30D | +23.1% | -5.9% | +29.0% | +24.9% |
| 3M | +42.5% | +6.7% | +35.8% | +39.2% |
| 6M | +25.3% | +42.5% | -17.2% | +10.8% |
| YTD | -7.8% | +55.1% | -62.9% | -21.4% |
| 1Y | +1.0% | +50.3% | -49.3% | -12.9% |
| All | +9.7% | +120.6% | -110.8% | -16.4% |
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