+97.1%
CBOE vs ARMK
+125.3%
-28.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.7% |
| 7D | -4.6% | +1.7% | -6.3% | -4.7% |
| 30D | +2.6% | +3.1% | -0.5% | +2.7% |
| 3M | +4.9% | +9.2% | -4.3% | +5.0% |
| 6M | -2.2% | +43.7% | -45.8% | -2.3% |
| YTD | +17.7% | +57.4% | -39.6% | +17.4% |
| 1Y | +26.1% | +51.9% | -25.8% | +25.7% |
| 3Y | +97.1% | +125.4% | -28.3% | +94.1% |
| All | +97.1% | +125.3% | -28.2% | +94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling