+483.0%
EAT vs ARMK
+96.6%
+386.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -4.0% | +2.7% | -6.7% | -4.9% |
| 30D | -2.9% | -1.5% | -1.4% | -2.7% |
| 3M | -16.9% | -11.6% | -5.3% | -13.5% |
| 6M | +57.0% | +6.7% | +50.2% | +52.2% |
| YTD | +38.2% | +47.4% | -9.2% | +16.7% |
| 1Y | +69.3% | +41.5% | +27.8% | +45.3% |
| 3Y | +483.0% | +95.5% | +387.4% | +363.8% |
| All | +483.0% | +96.6% | +386.3% | +363.8% |
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