+564.3%
CSX vs ARMK
+350.8%
+213.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.1% |
| 7D | -3.4% | -2.4% | -1.0% | -2.6% |
| 30D | -3.1% | 0.0% | -3.1% | -3.3% |
| 3M | +7.2% | +6.7% | +0.5% | +4.7% |
| 6M | +16.2% | +38.8% | -22.6% | +3.8% |
| YTD | +37.5% | +55.2% | -17.6% | +18.3% |
| 1Y | +53.2% | +46.6% | +6.6% | +34.0% |
| 3Y | +68.2% | +112.9% | -44.7% | +27.6% |
| 5Y | +65.2% | +144.0% | -78.7% | +17.3% |
| 10Y | +504.1% | +132.4% | +371.7% | +314.6% |
| All | +564.3% | +350.8% | +213.5% | +289.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling