+237.0%
ECL vs ARMK
+317.2%
-80.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.5% | -6.1% | -3.0% |
| 7D | -0.8% | -2.6% | +1.9% | -0.1% |
| 30D | +8.1% | -5.2% | +13.3% | +9.6% |
| 3M | +6.4% | -6.5% | +12.9% | +8.0% |
| 6M | +14.8% | +15.3% | -0.5% | +9.0% |
| YTD | +15.5% | +43.6% | -28.1% | +2.4% |
| 1Y | +20.1% | +42.1% | -21.9% | +6.8% |
| 3Y | +77.8% | +94.0% | -16.2% | +40.5% |
| 5Y | +37.9% | +96.3% | -58.4% | +7.0% |
| 10Y | +202.7% | +126.7% | +76.0% | +110.6% |
| All | +237.0% | +317.2% | -80.1% | +109.0% |
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