-42.3%
CLF vs ARMK
+350.8%
-393.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.2% |
| 7D | +7.6% | -2.4% | +10.0% | +8.9% |
| 30D | -1.2% | 0.0% | -1.2% | -1.5% |
| 3M | -13.4% | +6.7% | -20.0% | -16.5% |
| 6M | +15.4% | +38.8% | -23.4% | -3.4% |
| YTD | -5.9% | +55.2% | -61.1% | -25.6% |
| 1Y | +18.8% | +46.6% | -27.8% | -3.8% |
| 3Y | -19.4% | +112.9% | -132.3% | -47.0% |
| 5Y | -47.7% | +144.0% | -191.7% | -68.1% |
| 10Y | +130.4% | +132.4% | -2.0% | +34.4% |
| All | -42.3% | +350.8% | -393.2% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling