+349.8%
EAT vs ARMK
+131.1%
+218.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.2% | -5.7% | -4.7% |
| 7D | -3.9% | +0.9% | -4.8% | -5.3% |
| 30D | +5.0% | -0.4% | +5.3% | +4.3% |
| 3M | -9.6% | -2.0% | -7.7% | -10.0% |
| 6M | +46.8% | +22.0% | +24.8% | +21.3% |
| YTD | +41.8% | +49.6% | -7.8% | -2.1% |
| 1Y | +98.3% | +46.4% | +51.9% | +38.5% |
| 3Y | +503.1% | +103.2% | +399.8% | +202.9% |
| 5Y | +356.7% | +108.1% | +248.5% | +123.2% |
| 10Y | +349.8% | +129.4% | +220.4% | +67.1% |
| All | +349.8% | +131.1% | +218.7% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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