+70.5%
ICE vs ARMK
+96.6%
-26.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +3.6% | +2.7% | +1.0% | +3.2% |
| 30D | +15.1% | -1.5% | +16.6% | +15.1% |
| 3M | +15.4% | -11.6% | +26.9% | +17.5% |
| 6M | +16.1% | +6.7% | +9.4% | +14.2% |
| YTD | +11.4% | +47.4% | -36.1% | +1.9% |
| 1Y | +18.5% | +41.5% | -23.0% | +9.4% |
| 3Y | +70.5% | +95.5% | -25.0% | +46.0% |
| All | +70.5% | +96.6% | -26.1% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling