+288.0%
CME vs ARMK
+125.8%
+162.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.5% | +1.7% |
| 7D | +1.7% | -0.7% | +2.4% | +1.7% |
| 30D | +10.2% | -1.3% | +11.5% | +10.2% |
| 3M | +17.8% | -2.5% | +20.3% | +17.9% |
| 6M | +11.0% | +20.8% | -9.8% | +5.2% |
| YTD | +17.0% | +48.2% | -31.1% | +5.0% |
| 1Y | +15.8% | +45.7% | -29.9% | +4.3% |
| 3Y | +61.8% | +96.6% | -34.8% | +31.7% |
| 5Y | +72.5% | +106.6% | -34.1% | +34.9% |
| 10Y | +288.0% | +132.6% | +155.4% | +172.5% |
| All | +288.0% | +125.8% | +162.2% | +172.5% |
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