+105.2%
CTVA vs ARMK
+148.1%
-42.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.7% |
| 7D | -2.1% | +1.7% | -3.8% | -2.6% |
| 30D | +12.0% | +3.1% | +8.9% | +10.7% |
| 3M | +13.5% | +9.2% | +4.2% | +10.0% |
| 6M | +12.1% | +43.7% | -31.6% | -0.9% |
| YTD | +29.0% | +57.4% | -28.4% | +10.4% |
| 1Y | +18.9% | +51.9% | -33.0% | +2.8% |
| 3Y | +78.9% | +125.4% | -46.5% | +33.8% |
| 5Y | +105.2% | +149.1% | -43.8% | +41.5% |
| All | +105.2% | +148.1% | -42.9% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling