+1,163.9%
CIEN vs ARMK
+334.6%
+829.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.2% | +6.5% | +9.3% |
| 7D | -5.3% | +0.9% | -6.2% | -5.2% |
| 30D | -40.1% | -0.4% | -39.8% | -39.7% |
| 3M | -34.7% | -2.0% | -32.7% | -34.0% |
| 6M | -50.9% | +22.0% | -72.8% | -53.6% |
| YTD | +15.2% | +49.6% | -34.4% | +2.0% |
| 1Y | +35.2% | +46.4% | -11.2% | +20.4% |
| 3Y | +522.6% | +103.2% | +419.4% | +398.5% |
| 5Y | +344.2% | +108.1% | +236.1% | +249.8% |
| 10Y | +1,188.7% | +129.4% | +1,059.2% | +854.8% |
| All | +1,163.9% | +334.6% | +829.2% | +710.8% |
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