+20.2%
CLF vs ARMK
+41.1%
-20.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.2% | -5.0% | -7.4% |
| 7D | -7.9% | -5.8% | -2.1% | -5.5% |
| 30D | +5.2% | -5.3% | +10.5% | +7.9% |
| 3M | +4.3% | -6.7% | +11.0% | +7.2% |
| 6M | +25.3% | +17.4% | +7.9% | +17.7% |
| YTD | -3.3% | +43.0% | -46.3% | -13.3% |
| 1Y | +20.2% | +40.3% | -20.1% | +8.2% |
| All | +20.2% | +41.1% | -20.9% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling