+149.1%
ARMK vs EFV
+96.3%
+52.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +2.0% |
| 7D | +1.7% | +1.0% | +0.7% | +0.8% |
| 30D | +3.1% | +0.2% | +2.9% | +2.9% |
| 3M | +9.2% | +9.6% | -0.4% | +0.7% |
| 6M | +43.7% | +14.0% | +29.6% | +27.7% |
| YTD | +57.4% | +18.5% | +38.9% | +34.8% |
| 1Y | +51.9% | +27.9% | +24.0% | +21.3% |
| 3Y | +125.4% | +92.4% | +33.0% | +22.6% |
| 5Y | +149.1% | +97.2% | +51.9% | +29.1% |
| All | +149.1% | +96.3% | +52.8% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling