+285.1%
CME vs ARMK
+131.8%
+153.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -1.6% | -2.4% | +0.8% | -1.0% |
| 30D | +6.2% | 0.0% | +6.2% | +6.0% |
| 3M | +10.4% | +6.7% | +3.8% | +8.5% |
| 6M | -9.5% | +38.8% | -48.3% | -16.9% |
| YTD | +6.0% | +55.2% | -49.2% | -5.5% |
| 1Y | +9.3% | +46.6% | -37.3% | -1.4% |
| 3Y | +57.7% | +112.9% | -55.2% | +26.1% |
| 5Y | +77.7% | +144.0% | -66.3% | +33.0% |
| All | +285.1% | +131.8% | +153.4% | +170.0% |
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