+309.3%
EAT vs ARMK
+131.1%
+178.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.7% |
| 7D | -7.1% | +7.1% | -14.2% | -12.3% |
| 30D | -2.3% | -1.6% | -0.7% | -2.0% |
| 3M | -19.6% | -10.5% | -9.1% | -13.4% |
| 6M | +46.0% | +11.8% | +34.2% | +30.4% |
| YTD | +37.7% | +47.3% | -9.6% | -3.8% |
| 1Y | +73.8% | +41.5% | +32.3% | +24.7% |
| 3Y | +482.1% | +95.3% | +386.7% | +202.1% |
| 5Y | +362.5% | +108.1% | +254.3% | +125.6% |
| All | +309.3% | +131.1% | +178.2% | +53.6% |
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