+76.0%
CTAS vs ARMK
+91.9%
-15.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.5% | -6.2% | -3.0% |
| 7D | +1.2% | -2.6% | +3.8% | +1.8% |
| 30D | +12.8% | -5.2% | +18.0% | +14.2% |
| 3M | +10.3% | -6.5% | +16.8% | +11.8% |
| 6M | +32.0% | +15.3% | +16.7% | +24.6% |
| YTD | +19.1% | +43.6% | -24.5% | +4.3% |
| 1Y | +21.5% | +42.1% | -20.6% | +6.7% |
| 3Y | +76.0% | +94.0% | -18.0% | +45.3% |
| All | +76.0% | +91.9% | -15.9% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling