+489.9%
EAT vs ARMK
+91.9%
+397.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.5% | -7.3% | -4.4% |
| 7D | -2.6% | -2.6% | 0.0% | -1.9% |
| 30D | +11.5% | -5.2% | +16.7% | +13.3% |
| 3M | -9.1% | -6.5% | -2.6% | -7.5% |
| 6M | +40.4% | +15.3% | +25.2% | +31.7% |
| YTD | +43.9% | +43.6% | +0.3% | +22.7% |
| 1Y | +101.9% | +42.1% | +59.9% | +72.4% |
| 3Y | +489.9% | +94.0% | +395.9% | +375.9% |
| All | +489.9% | +91.9% | +397.9% | +375.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling