+813.9%
CTAS vs ARMK
+131.1%
+682.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.8% | -1.2% |
| 7D | -0.7% | +0.9% | -1.6% | -1.3% |
| 30D | +10.3% | -0.4% | +10.6% | +9.9% |
| 3M | +10.2% | -2.0% | +12.2% | +10.2% |
| 6M | +34.4% | +22.0% | +12.4% | +23.3% |
| YTD | +19.6% | +49.6% | -30.0% | +1.3% |
| 1Y | +21.8% | +46.4% | -24.6% | +4.0% |
| 3Y | +74.1% | +103.2% | -29.1% | +28.7% |
| 5Y | +114.0% | +108.1% | +5.9% | +53.4% |
| 10Y | +813.9% | +129.4% | +684.5% | +517.6% |
| All | +813.9% | +131.1% | +682.8% | +517.6% |
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