+11.4%
EFA vs ARMK
+42.9%
-31.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +1.3% | +7.1% | -5.8% | 0.0% |
| 30D | +0.5% | -1.6% | +2.2% | +0.7% |
| 3M | -4.1% | -10.5% | +6.4% | -2.2% |
| 6M | +2.4% | +11.8% | -9.3% | -0.8% |
| YTD | +10.0% | +47.3% | -37.2% | -0.3% |
| 1Y | +11.4% | +41.5% | -30.1% | +1.5% |
| All | +11.4% | +42.9% | -31.5% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling