+40.3%
ARMK vs ESTC
+1.6%
+38.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -4.2% |
| 7D | -5.8% | -15.9% | +10.0% | -5.5% |
| 30D | -5.3% | -5.5% | +0.3% | -5.1% |
| 3M | -6.7% | +26.2% | -32.9% | -7.0% |
| 6M | +17.4% | +77.0% | -59.7% | +15.9% |
| YTD | +43.0% | +18.9% | +24.1% | +43.6% |
| 1Y | +40.3% | +1.3% | +39.0% | +40.4% |
| All | +40.3% | +1.6% | +38.8% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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