+100.3%
ARMK vs ESTC
+24.6%
+75.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.4% |
| 7D | -0.7% | -3.6% | +2.8% | -0.1% |
| 30D | -1.3% | -11.2% | +9.9% | +0.5% |
| 3M | -2.5% | +14.3% | -16.8% | -5.5% |
| 6M | +20.8% | +67.0% | -46.2% | +8.9% |
| YTD | +48.2% | +15.7% | +32.5% | +41.1% |
| 1Y | +45.7% | -6.3% | +52.0% | +43.5% |
| 3Y | +96.6% | +14.5% | +82.1% | +74.7% |
| 5Y | +106.6% | -49.9% | +156.5% | +104.6% |
| All | +100.3% | +24.6% | +75.7% | +22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling