+138.0%
ARMK vs EFV
+162.1%
-24.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.2% |
| 7D | +0.3% | -0.5% | +0.8% | +0.9% |
| 30D | +2.4% | 0.0% | +2.3% | +2.3% |
| 3M | +6.1% | +8.4% | -2.4% | -3.3% |
| 6M | +41.8% | +12.3% | +29.4% | +23.8% |
| YTD | +55.5% | +17.4% | +38.1% | +28.9% |
| 1Y | +49.6% | +27.1% | +22.5% | +13.1% |
| 3Y | +122.8% | +90.7% | +32.1% | +4.0% |
| 5Y | +151.0% | +95.6% | +55.4% | +12.9% |
| 10Y | +138.0% | +165.3% | -27.3% | -18.8% |
| All | +138.0% | +162.1% | -24.2% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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