+150.3%
CI vs ARMK
+125.8%
+24.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.5% | +2.8% |
| 7D | +2.6% | -0.7% | +3.3% | +2.6% |
| 30D | +7.3% | -1.3% | +8.6% | +7.3% |
| 3M | +9.5% | -2.5% | +12.0% | +9.6% |
| 6M | +6.4% | +20.8% | -14.4% | +0.2% |
| YTD | +12.0% | +48.2% | -36.2% | -0.7% |
| 1Y | +20.1% | +45.7% | -25.7% | +6.9% |
| 3Y | +9.6% | +96.6% | -87.0% | -12.4% |
| 5Y | +52.7% | +106.6% | -53.9% | +17.4% |
| 10Y | +150.3% | +132.6% | +17.7% | +83.4% |
| All | +150.3% | +125.8% | +24.5% | +83.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling