+245.1%
ICE vs ARMK
+128.0%
+117.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | +0.1% |
| 7D | +1.0% | +0.9% | +0.1% | +0.7% |
| 30D | +11.4% | -0.4% | +11.8% | +11.2% |
| 3M | +16.2% | -2.0% | +18.1% | +16.1% |
| 6M | +12.5% | +22.0% | -9.5% | +6.7% |
| YTD | +8.6% | +49.6% | -41.0% | -2.1% |
| 1Y | +18.4% | +46.4% | -28.0% | +7.2% |
| 3Y | +66.4% | +103.2% | -36.8% | +37.7% |
| 5Y | +37.2% | +108.1% | -70.9% | +11.2% |
| All | +245.1% | +128.0% | +117.1% | +162.2% |
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