+150.5%
CBOE vs ARMK
+149.7%
+0.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.8% |
| 7D | -4.6% | +1.7% | -6.3% | -4.8% |
| 30D | +2.6% | +3.1% | -0.5% | +2.4% |
| 3M | +4.9% | +9.2% | -4.3% | +4.1% |
| 6M | -2.2% | +43.7% | -45.8% | -5.5% |
| YTD | +17.7% | +57.4% | -39.6% | +12.6% |
| 1Y | +26.1% | +51.9% | -25.8% | +20.9% |
| 3Y | +97.1% | +125.4% | -28.3% | +76.5% |
| All | +150.5% | +149.7% | +0.8% | +118.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling