+288.0%
CI vs ARMK
+317.2%
-29.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.7% |
| 6M | +5.3% | +15.3% | -10.0% | +0.3% |
| YTD | +8.5% | +43.6% | -35.1% | -3.2% |
| 1Y | +17.1% | +42.1% | -24.9% | +4.8% |
| 3Y | +1.4% | +94.0% | -92.6% | -19.0% |
| 5Y | +50.5% | +96.3% | -45.8% | +16.9% |
| 10Y | +168.5% | +126.7% | +41.9% | +89.7% |
| All | +288.0% | +317.2% | -29.1% | +146.1% |
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