+141.8%
ED vs ARMK
+130.7%
+11.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -0.9% | +2.8% | -3.7% | -1.1% |
| 30D | +11.2% | -1.8% | +13.0% | +11.2% |
| 3M | +11.8% | -10.9% | +22.7% | +12.6% |
| 6M | +14.1% | +21.2% | -7.1% | +12.3% |
| YTD | +23.0% | +47.0% | -24.0% | +19.3% |
| 1Y | +23.7% | +42.9% | -19.2% | +20.2% |
| 3Y | +47.7% | +95.0% | -47.3% | +39.7% |
| 5Y | +82.6% | +106.2% | -23.6% | +71.1% |
| 10Y | +141.8% | +131.6% | +10.1% | +149.3% |
| All | +141.8% | +130.7% | +11.0% | +149.3% |
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