+321.2%
CMG vs ARMK
+138.5%
+182.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.4% |
| 7D | -3.8% | -0.9% | -2.9% | -3.5% |
| 30D | +12.9% | -5.9% | +18.9% | +15.2% |
| 3M | +18.8% | +6.7% | +12.1% | +16.0% |
| 6M | +4.1% | +42.5% | -38.5% | -8.2% |
| YTD | -2.4% | +55.1% | -57.5% | -16.4% |
| 1Y | -6.7% | +50.3% | -57.0% | -19.2% |
| 3Y | -7.1% | +122.2% | -129.3% | -30.3% |
| 5Y | -5.0% | +155.2% | -160.1% | -32.4% |
| All | +321.2% | +138.5% | +182.7% | +161.5% |
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