+108.3%
ARMK vs ESTC
-52.1%
+160.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +2.7% | +2.4% | +0.3% | +2.4% |
| 30D | -1.5% | -4.2% | +2.8% | -1.0% |
| 3M | -11.6% | +2.5% | -14.0% | -12.3% |
| 6M | +6.7% | +81.5% | -74.7% | -2.6% |
| YTD | +47.4% | +16.8% | +30.6% | +42.0% |
| 1Y | +41.5% | -3.5% | +44.9% | +39.7% |
| 3Y | +95.5% | +17.7% | +77.8% | +77.6% |
| All | +108.3% | -52.1% | +160.4% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling