+73.4%
CL vs ARMK
+123.7%
-50.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.5% | -6.6% | -2.6% |
| 7D | +1.3% | -2.6% | +4.0% | +1.5% |
| 30D | +11.4% | -5.2% | +16.5% | +11.8% |
| 3M | +4.4% | -6.5% | +10.9% | +4.9% |
| 6M | +10.8% | +15.3% | -4.5% | +8.8% |
| YTD | +25.1% | +43.6% | -18.5% | +20.1% |
| 1Y | +28.0% | +42.1% | -14.1% | +23.0% |
| 3Y | +37.6% | +94.0% | -56.4% | +27.5% |
| 5Y | +39.7% | +96.3% | -56.5% | +28.2% |
| All | +73.4% | +123.7% | -50.3% | +63.0% |
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