+427.3%
CSX vs ARMK
+123.7%
+303.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.5% | -7.8% | -4.8% |
| 7D | -5.5% | -2.6% | -2.9% | -4.9% |
| 30D | +4.9% | -5.2% | +10.1% | +6.3% |
| 3M | -2.9% | -6.5% | +3.7% | -1.4% |
| 6M | +8.3% | +15.3% | -6.9% | +2.5% |
| YTD | +36.7% | +43.6% | -6.9% | +20.2% |
| 1Y | +41.5% | +42.1% | -0.6% | +24.7% |
| 3Y | +68.6% | +94.0% | -25.4% | +31.8% |
| 5Y | +48.4% | +96.3% | -47.8% | +13.3% |
| All | +427.3% | +123.7% | +303.6% | +285.8% |
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