+73.1%
CME vs ARMK
+106.7%
-33.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +3.9% | +2.7% | +1.3% | +3.7% |
| 30D | +11.3% | -1.5% | +12.8% | +11.4% |
| 3M | +19.6% | -11.6% | +31.1% | +20.9% |
| 6M | +8.1% | +6.7% | +1.3% | +6.9% |
| YTD | +20.4% | +47.4% | -27.0% | +14.5% |
| 1Y | +16.5% | +41.5% | -25.0% | +11.3% |
| 3Y | +66.4% | +95.5% | -29.1% | +49.7% |
| All | +73.1% | +106.7% | -33.6% | +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