+205.4%
CTVA vs ARMK
+158.9%
+46.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | 0.0% |
| 7D | -1.0% | +2.8% | -3.8% | -1.9% |
| 30D | -8.7% | -1.8% | -7.0% | -8.6% |
| 3M | +6.4% | -10.9% | +17.3% | +9.7% |
| 6M | -1.9% | +21.2% | -23.1% | -8.6% |
| YTD | +21.5% | +47.0% | -25.5% | +6.1% |
| 1Y | +24.3% | +42.9% | -18.6% | +9.5% |
| 3Y | +91.8% | +95.0% | -3.2% | +50.9% |
| 5Y | +78.4% | +106.2% | -27.8% | +34.9% |
| All | +205.4% | +158.9% | +46.5% | +114.9% |
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