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  • CRS vs ARMK✓SelectedUSD · ARMKCRS vs ARMK performance historyLatest closeAs of-3.53%09/08
Stock and ETF performance explorer

CRS vs ARMK

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,438.1%
ARMK return
+148.1%
Excess return
+1,290.0%
Maximum drawdown
-41.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioARMKExcessAlpha
1D-3.5%+1.4%-4.9%-4.2%
7D-3.1%+1.7%-4.8%-3.9%
30D-19.6%+3.1%-22.7%-21.2%
3M-8.1%+9.2%-17.3%-12.6%
6M+18.6%+43.7%-25.1%-2.5%
YTD+45.9%+57.4%-11.5%+13.6%
1Y+82.5%+51.9%+30.6%+44.4%
3Y+648.9%+125.4%+523.5%+358.7%
5Y+1,438.1%+149.1%+1,289.0%+748.5%
All+1,438.1%+148.1%+1,290.0%+748.5%

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