+74.6%
CLF vs ARMK
+131.4%
-56.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | +10.4% | +2.7% | +7.7% | +8.9% |
| 30D | +0.6% | -1.5% | +2.0% | +1.7% |
| 3M | +4.1% | -11.6% | +15.7% | +11.4% |
| 6M | +15.1% | +6.7% | +8.4% | +10.9% |
| YTD | -4.7% | +47.4% | -52.2% | -23.5% |
| 1Y | +20.4% | +41.5% | -21.1% | -1.4% |
| 3Y | -23.4% | +95.5% | -118.9% | -48.4% |
| 5Y | -43.3% | +108.4% | -151.7% | -63.4% |
| All | +74.6% | +131.4% | -56.7% | +4.1% |
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