+117.6%
ARMK vs ESTC
+25.2%
+92.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.6% |
| 7D | -2.4% | -8.1% | +5.7% | -1.9% |
| 30D | 0.0% | +31.7% | -31.7% | -2.2% |
| 3M | +6.7% | +41.1% | -34.4% | +3.7% |
| 6M | +38.8% | +77.1% | -38.3% | +32.2% |
| YTD | +55.2% | +21.7% | +33.5% | +52.2% |
| 1Y | +46.6% | +8.4% | +38.2% | +44.8% |
| All | +117.6% | +25.2% | +92.5% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling