+41.3%
CL vs ARMK
+107.5%
-66.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | +1.0% |
| 7D | +0.5% | +0.9% | -0.4% | +0.4% |
| 30D | +11.6% | -0.4% | +12.0% | +11.5% |
| 3M | +5.6% | -2.0% | +7.6% | +5.6% |
| 6M | +13.2% | +22.0% | -8.8% | +9.8% |
| YTD | +26.9% | +49.6% | -22.7% | +19.8% |
| 1Y | +27.3% | +46.4% | -19.0% | +20.5% |
| 3Y | +39.7% | +103.2% | -63.5% | +25.5% |
| 5Y | +41.3% | +108.1% | -66.8% | +27.5% |
| All | +41.3% | +107.5% | -66.2% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling