+41.9%
CVS vs ARMK
+134.7%
-92.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.5% |
| 7D | -1.9% | +0.3% | -2.2% | -2.0% |
| 30D | -0.3% | +2.4% | -2.7% | -0.9% |
| 3M | -1.1% | +6.1% | -7.2% | -2.4% |
| 6M | +23.7% | +41.8% | -18.0% | +15.6% |
| YTD | +23.0% | +55.5% | -32.5% | +12.7% |
| 1Y | +37.2% | +49.6% | -12.4% | +26.4% |
| 3Y | +62.4% | +122.8% | -60.3% | +37.4% |
| 5Y | +31.8% | +151.0% | -119.2% | +7.5% |
| 10Y | +41.9% | +138.0% | -96.0% | +26.5% |
| All | +41.9% | +134.7% | -92.8% | +26.5% |
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 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