+451.7%
EAT vs ARMK
+317.2%
+134.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.5% | -7.3% | -6.2% |
| 7D | -2.6% | -2.6% | 0.0% | -1.2% |
| 30D | +11.5% | -5.2% | +16.7% | +15.1% |
| 3M | -9.1% | -6.5% | -2.6% | -6.1% |
| 6M | +40.4% | +15.3% | +25.2% | +22.6% |
| YTD | +43.9% | +43.6% | +0.3% | +4.8% |
| 1Y | +101.9% | +42.1% | +59.9% | +47.4% |
| 3Y | +489.9% | +94.0% | +395.9% | +221.1% |
| 5Y | +362.6% | +96.3% | +266.4% | +149.0% |
| 10Y | +385.7% | +126.7% | +259.0% | +95.1% |
| All | +451.7% | +317.2% | +134.5% | +99.4% |
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