+1,176.9%
CIEN vs ARMK
+330.5%
+846.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.3% |
| 7D | -9.3% | -0.7% | -8.6% | -8.8% |
| 30D | -39.5% | -1.3% | -38.2% | -38.9% |
| 3M | -29.8% | -2.5% | -27.3% | -28.9% |
| 6M | -50.4% | +20.8% | -71.2% | -53.0% |
| YTD | +16.3% | +48.2% | -31.8% | +3.4% |
| 1Y | +30.4% | +45.7% | -15.4% | +16.2% |
| 3Y | +516.6% | +96.6% | +420.0% | +398.6% |
| 5Y | +349.8% | +106.6% | +243.2% | +255.0% |
| 10Y | +1,184.7% | +132.6% | +1,052.1% | +845.5% |
| All | +1,176.9% | +330.5% | +846.4% | +721.6% |
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