+586.8%
CBOE vs ARMK
+350.8%
+236.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.1% |
| 7D | -3.6% | -2.4% | -1.2% | -3.2% |
| 30D | +5.1% | 0.0% | +5.1% | +5.0% |
| 3M | +4.6% | +6.7% | -2.1% | +3.2% |
| 6M | -0.3% | +38.8% | -39.1% | -6.7% |
| YTD | +19.8% | +55.2% | -35.4% | +9.4% |
| 1Y | +28.4% | +46.6% | -18.3% | +18.3% |
| 3Y | +104.1% | +112.9% | -8.8% | +70.8% |
| 5Y | +150.9% | +144.0% | +6.9% | +99.5% |
| 10Y | +393.5% | +132.4% | +261.1% | +260.5% |
| All | +586.8% | +350.8% | +236.0% | +347.4% |
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