+1,810.1%
CTAS vs ARMK
+327.1%
+1,483.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | -0.8% | +2.8% | -3.6% | -1.9% |
| 30D | +10.7% | -1.8% | +12.5% | +11.0% |
| 3M | +11.0% | -10.9% | +21.9% | +15.1% |
| 6M | +38.7% | +21.2% | +17.5% | +27.7% |
| YTD | +21.8% | +47.0% | -25.3% | +4.0% |
| 1Y | +23.6% | +42.9% | -19.3% | +6.6% |
| 3Y | +74.9% | +95.0% | -20.1% | +31.7% |
| 5Y | +119.5% | +106.2% | +13.2% | +58.4% |
| 10Y | +820.2% | +131.6% | +688.6% | +500.8% |
| All | +1,810.1% | +327.1% | +1,483.0% | +1,015.7% |
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 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