+86.2%
CL vs ARMK
+131.1%
-44.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.8% | +7.1% | -7.9% | -1.5% |
| 30D | +9.5% | -1.6% | +11.1% | +9.5% |
| 3M | +6.6% | -10.5% | +17.2% | +7.7% |
| 6M | +13.2% | +11.8% | +1.5% | +11.7% |
| YTD | +26.9% | +47.3% | -20.4% | +21.6% |
| 1Y | +27.6% | +41.5% | -13.9% | +22.7% |
| 3Y | +39.1% | +95.3% | -56.2% | +28.9% |
| 5Y | +41.3% | +108.1% | -66.8% | +29.1% |
| All | +86.2% | +131.1% | -44.9% | +75.4% |
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