+65.7%
CTAS vs ARMK
+114.7%
-49.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -1.8% | -2.4% | +0.6% | -1.1% |
| 30D | -0.2% | 0.0% | -0.2% | -0.4% |
| 3M | +11.7% | +6.7% | +5.0% | +9.0% |
| 6M | +0.7% | +38.8% | -38.1% | -10.3% |
| YTD | +7.4% | +55.2% | -47.8% | -8.0% |
| 1Y | -2.1% | +46.6% | -48.7% | -14.6% |
| All | +65.7% | +114.7% | -49.0% | +29.7% |
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