+155.6%
ECL vs ARMK
+134.7%
+20.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -1.8% |
| 7D | -2.7% | +0.3% | -3.1% | -2.9% |
| 30D | -4.3% | +2.4% | -6.6% | -5.2% |
| 3M | +3.2% | +6.1% | -2.8% | +1.1% |
| 6M | -2.9% | +41.8% | -44.7% | -13.1% |
| YTD | +4.3% | +55.5% | -51.3% | -9.4% |
| 1Y | +1.6% | +49.6% | -47.9% | -10.7% |
| 3Y | +54.3% | +122.8% | -68.5% | +17.3% |
| 5Y | +26.5% | +151.0% | -124.5% | -8.3% |
| 10Y | +155.6% | +137.9% | +17.6% | +80.3% |
| All | +155.6% | +134.7% | +20.8% | +80.3% |
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