+18.5%
ICE vs ARMK
+41.8%
-23.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +3.6% | +2.7% | +1.0% | +3.7% |
| 30D | +15.1% | -1.5% | +16.6% | +15.0% |
| 3M | +15.4% | -11.6% | +26.9% | +16.0% |
| 6M | +16.1% | +6.7% | +9.4% | +15.2% |
| YTD | +11.4% | +47.4% | -36.1% | +3.9% |
| 1Y | +18.5% | +41.5% | -23.0% | +11.9% |
| All | +18.5% | +41.8% | -23.4% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling