+99.7%
CLF vs ARMK
+123.7%
-24.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | -0.7% |
| 7D | -19.6% | -2.6% | -16.9% | -18.1% |
| 30D | -5.0% | -5.2% | +0.2% | -2.0% |
| 3M | -6.3% | -6.5% | +0.2% | -3.1% |
| 6M | +2.8% | +15.3% | -12.5% | -5.5% |
| YTD | -13.7% | +43.6% | -57.3% | -29.7% |
| 1Y | +13.6% | +42.1% | -28.5% | -7.1% |
| 3Y | -34.0% | +94.0% | -128.0% | -55.4% |
| 5Y | -48.7% | +96.3% | -145.0% | -65.8% |
| All | +99.7% | +123.7% | -24.0% | +22.2% |
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 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