+71.0%
CME vs ARMK
+96.3%
-25.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -0.8% |
| 7D | +0.9% | -2.6% | +3.5% | +1.1% |
| 30D | +13.2% | -5.2% | +18.4% | +13.6% |
| 3M | +16.3% | -6.5% | +22.8% | +16.8% |
| 6M | +7.1% | +15.3% | -8.1% | +5.0% |
| YTD | +15.8% | +43.6% | -27.8% | +10.4% |
| 1Y | +17.1% | +42.1% | -25.0% | +11.7% |
| 3Y | +63.2% | +94.0% | -30.8% | +46.8% |
| All | +71.0% | +96.3% | -25.3% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling