+264.9%
ICE vs ARMK
+131.4%
+133.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +3.6% | +2.7% | +1.0% | +3.0% |
| 30D | +15.1% | -1.5% | +16.6% | +15.1% |
| 3M | +15.4% | -11.6% | +26.9% | +18.1% |
| 6M | +16.1% | +6.7% | +9.4% | +13.7% |
| YTD | +11.4% | +47.4% | -36.1% | +0.7% |
| 1Y | +18.5% | +41.5% | -23.0% | +8.1% |
| 3Y | +70.5% | +95.5% | -25.0% | +42.4% |
| 5Y | +40.9% | +108.4% | -67.5% | +14.2% |
| All | +264.9% | +131.4% | +133.5% | +178.3% |
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