+39.0%
CBOE vs ARMK
+41.1%
-2.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.4% | -0.2% |
| 7D | +7.7% | -5.8% | +13.6% | +7.1% |
| 30D | +24.4% | -5.3% | +29.7% | +23.8% |
| 3M | +20.0% | -6.7% | +26.8% | +19.7% |
| 6M | +2.4% | +17.4% | -15.0% | +2.3% |
| YTD | +38.5% | +43.0% | -4.5% | +37.8% |
| 1Y | +39.0% | +40.3% | -1.4% | +38.1% |
| All | +39.0% | +41.1% | -2.1% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling