+571.2%
CME vs ARMK
+327.8%
+243.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +2.7% | +7.1% | -4.4% | +1.0% |
| 30D | +13.5% | -1.6% | +15.1% | +13.6% |
| 3M | +20.9% | -10.5% | +31.5% | +23.7% |
| 6M | +11.5% | +11.8% | -0.3% | +7.8% |
| YTD | +19.5% | +47.3% | -27.8% | +7.4% |
| 1Y | +17.2% | +41.5% | -24.2% | +6.3% |
| 3Y | +65.1% | +95.3% | -30.2% | +34.9% |
| 5Y | +73.1% | +108.1% | -35.0% | +35.4% |
| 10Y | +305.3% | +132.0% | +173.3% | +180.0% |
| All | +571.2% | +327.8% | +243.3% | +314.1% |
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