+255.7%
CMG vs ARMK
+327.1%
-71.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.3% |
| 7D | +4.1% | +2.8% | +1.3% | +3.0% |
| 30D | +20.5% | -1.8% | +22.3% | +20.8% |
| 3M | +14.5% | -10.9% | +25.4% | +18.5% |
| 6M | +14.8% | +21.2% | -6.4% | +6.7% |
| YTD | -1.0% | +47.0% | -48.0% | -14.0% |
| 1Y | +22.9% | +42.9% | -20.0% | +7.8% |
| 3Y | -13.6% | +95.0% | -108.6% | -32.4% |
| 5Y | +0.9% | +106.2% | -105.3% | -23.5% |
| 10Y | +361.4% | +131.6% | +229.8% | +192.4% |
| All | +255.7% | +327.1% | -71.4% | +100.1% |
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