+217.4%
ICE vs ARMK
+137.5%
+79.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.5% |
| 7D | -1.2% | +1.7% | -2.8% | -1.5% |
| 30D | +5.0% | +3.1% | +1.8% | +4.1% |
| 3M | +13.9% | +9.2% | +4.6% | +11.4% |
| 6M | -4.4% | +43.7% | -48.1% | -12.5% |
| YTD | -1.9% | +57.4% | -59.3% | -12.3% |
| 1Y | -8.1% | +51.9% | -60.0% | -17.2% |
| 3Y | +42.5% | +125.4% | -82.9% | +15.4% |
| 5Y | +40.6% | +149.1% | -108.4% | +9.7% |
| All | +217.4% | +137.5% | +79.9% | +139.7% |
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