+212.2%
ECL vs ARMK
+350.8%
-138.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -2.6% | -2.4% | -0.2% | -1.9% |
| 30D | -2.2% | 0.0% | -2.2% | -2.4% |
| 3M | +10.1% | +6.7% | +3.4% | +7.7% |
| 6M | -5.7% | +38.8% | -44.6% | -15.1% |
| YTD | +7.0% | +55.2% | -48.2% | -7.0% |
| 1Y | +2.7% | +46.6% | -43.9% | -9.4% |
| 3Y | +57.7% | +112.9% | -55.2% | +21.4% |
| 5Y | +31.1% | +144.0% | -112.8% | -4.4% |
| 10Y | +150.9% | +132.4% | +18.5% | +74.1% |
| All | +212.2% | +350.8% | -138.6% | +89.7% |
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 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