+334.1%
ICE vs ARMK
+350.8%
-16.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.8% |
| 7D | -0.7% | -2.4% | +1.7% | -0.1% |
| 30D | +7.6% | 0.0% | +7.6% | +7.5% |
| 3M | +13.9% | +6.7% | +7.3% | +12.0% |
| 6M | -2.4% | +38.8% | -41.2% | -10.1% |
| YTD | +0.3% | +55.2% | -54.9% | -10.3% |
| 1Y | -6.4% | +46.6% | -53.0% | -15.2% |
| 3Y | +43.1% | +112.9% | -69.8% | +16.9% |
| 5Y | +42.1% | +144.0% | -101.9% | +10.7% |
| 10Y | +220.9% | +132.4% | +88.5% | +138.6% |
| All | +334.1% | +350.8% | -16.8% | +186.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling