+134.3%
ED vs ARMK
+131.1%
+3.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -0.4% |
| 7D | -0.1% | +0.9% | -1.0% | -0.2% |
| 30D | +11.6% | -0.4% | +11.9% | +11.5% |
| 3M | +10.5% | -2.0% | +12.5% | +10.6% |
| 6M | +13.2% | +22.0% | -8.7% | +11.4% |
| YTD | +22.1% | +49.6% | -27.5% | +18.3% |
| 1Y | +24.2% | +46.4% | -22.2% | +20.4% |
| 3Y | +46.9% | +103.2% | -56.3% | +38.5% |
| 5Y | +80.8% | +108.1% | -27.3% | +69.3% |
| 10Y | +134.3% | +129.4% | +4.8% | +140.6% |
| All | +134.3% | +131.1% | +3.1% | +140.6% |
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