+764.1%
CBOE vs ARMK
+328.3%
+435.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +6.3% | +2.7% | +3.6% | +5.7% |
| 30D | +24.9% | -1.5% | +26.4% | +24.9% |
| 3M | +28.5% | -11.6% | +40.0% | +31.0% |
| 6M | +2.9% | +6.7% | -3.9% | +1.0% |
| YTD | +50.7% | +47.4% | +3.2% | +38.4% |
| 1Y | +45.5% | +41.5% | +4.0% | +34.7% |
| 3Y | +116.3% | +95.5% | +20.8% | +83.8% |
| 5Y | +204.3% | +108.4% | +96.0% | +150.0% |
| 10Y | +526.3% | +132.3% | +394.0% | +356.5% |
| All | +764.1% | +328.3% | +435.9% | +466.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling