-0.8%
CRM vs ARMK
+160.7%
-161.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.2% | +0.6% |
| 7D | -4.4% | +3.1% | -7.6% | -5.7% |
| 30D | +28.1% | -2.8% | +30.9% | +29.4% |
| 3M | +48.8% | +7.6% | +41.2% | +43.4% |
| 6M | +28.3% | +47.9% | -19.6% | +6.0% |
| YTD | -6.0% | +60.0% | -66.0% | -25.6% |
| 1Y | +1.4% | +52.2% | -50.8% | -18.0% |
| 3Y | +11.8% | +131.4% | -119.6% | -29.5% |
| All | -0.8% | +160.7% | -161.5% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling