+305.8%
CME vs ARMK
+130.7%
+175.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.4% |
| 7D | +2.5% | +2.8% | -0.3% | +1.7% |
| 30D | +13.9% | -1.8% | +15.7% | +14.1% |
| 3M | +22.4% | -10.9% | +33.2% | +25.3% |
| 6M | +12.9% | +21.2% | -8.3% | +6.9% |
| YTD | +19.6% | +47.0% | -27.4% | +7.5% |
| 1Y | +17.7% | +42.9% | -25.2% | +6.5% |
| 3Y | +65.3% | +95.0% | -29.7% | +34.9% |
| 5Y | +75.1% | +106.2% | -31.1% | +37.0% |
| 10Y | +305.8% | +131.6% | +174.2% | +185.7% |
| All | +305.8% | +130.7% | +175.0% | +185.7% |
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