+9.3%
CME vs ARMK
+47.4%
-38.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -1.6% | -2.4% | +0.8% | -1.5% |
| 30D | +6.2% | 0.0% | +6.2% | +6.3% |
| 3M | +10.4% | +6.7% | +3.8% | +10.0% |
| 6M | -9.5% | +38.8% | -48.3% | -11.9% |
| YTD | +6.0% | +55.2% | -49.2% | +1.0% |
| 1Y | +9.3% | +46.6% | -37.3% | +5.8% |
| All | +9.3% | +47.4% | -38.1% | +5.8% |
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