+158.7%
CI vs ARMK
+123.7%
+35.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.5% | -7.1% | -3.8% |
| 7D | -1.6% | -2.6% | +1.1% | -1.0% |
| 30D | +5.4% | -5.2% | +10.6% | +6.6% |
| 3M | +7.3% | -6.5% | +13.8% | +8.6% |
| 6M | +5.3% | +15.3% | -10.0% | +0.4% |
| YTD | +8.5% | +43.6% | -35.1% | -2.9% |
| 1Y | +17.1% | +42.1% | -24.9% | +5.0% |
| 3Y | +1.4% | +94.0% | -92.6% | -18.6% |
| 5Y | +50.5% | +96.3% | -45.8% | +17.4% |
| All | +158.7% | +123.7% | +35.0% | +91.4% |
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