+231.7%
CTVA vs ARMK
+173.3%
+58.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | +4.9% | -2.4% | +7.3% | +5.7% |
| 30D | +11.9% | 0.0% | +11.9% | +11.7% |
| 3M | +13.7% | +6.7% | +7.0% | +11.1% |
| 6M | +13.1% | +38.8% | -25.7% | +1.3% |
| YTD | +32.0% | +55.2% | -23.2% | +13.8% |
| 1Y | +22.1% | +46.6% | -24.5% | +7.1% |
| 3Y | +77.5% | +112.9% | -35.4% | +36.2% |
| 5Y | +106.3% | +144.0% | -37.7% | +48.3% |
| All | +231.7% | +173.3% | +58.4% | +130.4% |
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