+514.9%
EAT vs ARMK
+350.8%
+164.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.2% |
| 7D | 0.0% | -2.4% | +2.4% | +1.8% |
| 30D | +1.9% | 0.0% | +1.9% | +1.0% |
| 3M | +68.7% | +6.7% | +62.0% | +59.2% |
| 6M | +66.9% | +38.8% | +28.1% | +27.4% |
| YTD | +60.4% | +55.2% | +5.2% | +11.2% |
| 1Y | +44.0% | +46.6% | -2.6% | +3.6% |
| 3Y | +604.7% | +112.9% | +491.8% | +261.1% |
| 5Y | +347.0% | +144.0% | +203.1% | +104.9% |
| 10Y | +390.8% | +132.4% | +258.3% | +90.9% |
| All | +514.9% | +350.8% | +164.0% | +111.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling