+94.1%
ARMK vs ESTC
+23.0%
+71.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.2% | +2.2% | +4.1% |
| 7D | -2.6% | -11.5% | +8.9% | -0.7% |
| 30D | -5.2% | -7.5% | +2.3% | -4.1% |
| 3M | -6.5% | +23.1% | -29.6% | -10.6% |
| 6M | +15.3% | +75.3% | -60.0% | +3.0% |
| YTD | +43.6% | +14.1% | +29.5% | +37.0% |
| 1Y | +42.1% | -0.6% | +42.6% | +38.3% |
| 3Y | +94.0% | +20.8% | +73.2% | +70.3% |
| 5Y | +96.3% | -48.8% | +145.0% | +92.9% |
| All | +94.1% | +23.0% | +71.2% | +19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling