+127.4%
ED vs ARMK
+123.7%
+3.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.5% | -6.8% | -2.7% |
| 7D | +1.6% | -2.6% | +4.3% | +1.8% |
| 30D | +13.3% | -5.2% | +18.5% | +13.6% |
| 3M | +9.7% | -6.5% | +16.2% | +10.1% |
| 6M | +12.8% | +15.3% | -2.5% | +11.4% |
| YTD | +22.3% | +43.6% | -21.3% | +18.8% |
| 1Y | +26.3% | +42.1% | -15.8% | +22.7% |
| 3Y | +45.0% | +94.0% | -49.0% | +37.2% |
| 5Y | +80.2% | +96.3% | -16.1% | +69.3% |
| All | +127.4% | +123.7% | +3.7% | +134.0% |
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 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