+1,438.7%
CIEN vs ARMK
+136.6%
+1,302.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.4% | +4.9% | +5.9% |
| 7D | -5.3% | +1.7% | -7.0% | -5.8% |
| 30D | -17.2% | +3.1% | -20.4% | -18.1% |
| 3M | -26.9% | +9.2% | -36.1% | -28.8% |
| 6M | +16.0% | +43.7% | -27.7% | +4.2% |
| YTD | +45.9% | +57.4% | -11.4% | +27.3% |
| 1Y | +186.8% | +51.9% | +134.9% | +152.1% |
| 3Y | +607.8% | +125.4% | +482.4% | +452.3% |
| 5Y | +506.7% | +149.1% | +357.7% | +359.0% |
| 10Y | +1,438.7% | +135.4% | +1,303.3% | +1,061.5% |
| All | +1,438.7% | +136.6% | +1,302.1% | +1,061.5% |
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