+75.4%
ECL vs ARMK
+96.4%
-21.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -0.5% | +7.1% | -7.6% | -1.9% |
| 30D | +6.6% | -1.6% | +8.2% | +6.7% |
| 3M | +9.6% | -10.5% | +20.2% | +12.0% |
| 6M | +21.6% | +11.8% | +9.8% | +17.9% |
| YTD | +16.9% | +47.3% | -30.4% | +6.7% |
| 1Y | +17.9% | +41.5% | -23.6% | +8.3% |
| All | +75.4% | +96.4% | -21.0% | +58.7% |
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