+150.9%
CI vs ARMK
+130.7%
+20.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -1.3% | +2.8% | -4.1% | -2.1% |
| 30D | +6.4% | -1.8% | +8.2% | +6.5% |
| 3M | +10.7% | -10.9% | +21.6% | +13.7% |
| 6M | +5.5% | +21.2% | -15.8% | -0.8% |
| YTD | +11.4% | +47.0% | -35.6% | -1.0% |
| 1Y | +15.0% | +42.9% | -27.8% | +3.0% |
| 3Y | +9.0% | +95.0% | -86.0% | -12.7% |
| 5Y | +52.0% | +106.2% | -54.3% | +16.8% |
| 10Y | +150.9% | +131.6% | +19.3% | +84.3% |
| All | +150.9% | +130.7% | +20.2% | +84.3% |
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