+550.7%
CME vs ARMK
+317.2%
+233.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -1.5% |
| 7D | +0.9% | -2.6% | +3.5% | +1.4% |
| 30D | +13.2% | -5.2% | +18.4% | +14.3% |
| 3M | +16.3% | -6.5% | +22.8% | +17.5% |
| 6M | +7.1% | +15.3% | -8.1% | +2.7% |
| YTD | +15.8% | +43.6% | -27.8% | +4.8% |
| 1Y | +17.1% | +42.1% | -25.0% | +6.1% |
| 3Y | +63.2% | +94.0% | -30.8% | +33.4% |
| 5Y | +70.2% | +96.3% | -26.0% | +35.2% |
| 10Y | +337.0% | +126.7% | +210.3% | +203.5% |
| All | +550.7% | +317.2% | +233.5% | +304.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling