+116.3%
CBOE vs ARMK
+96.6%
+19.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +6.3% | +2.7% | +3.6% | +6.4% |
| 30D | +24.9% | -1.5% | +26.4% | +24.9% |
| 3M | +28.5% | -11.6% | +40.0% | +28.4% |
| 6M | +2.9% | +6.7% | -3.9% | +2.9% |
| YTD | +50.7% | +47.4% | +3.2% | +50.4% |
| 1Y | +45.5% | +41.5% | +4.0% | +45.3% |
| 3Y | +116.3% | +95.5% | +20.8% | +113.5% |
| All | +116.3% | +96.6% | +19.7% | +113.5% |
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 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