+68.2%
EFA vs ARMK
+125.3%
-57.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -2.0% | -0.9% |
| 7D | +1.2% | +1.7% | -0.5% | +0.8% |
| 30D | -0.7% | +3.1% | -3.8% | -1.6% |
| 3M | +6.4% | +9.2% | -2.8% | +4.0% |
| 6M | +11.4% | +43.7% | -32.3% | +1.4% |
| YTD | +14.0% | +57.4% | -43.4% | +1.3% |
| 1Y | +20.2% | +51.9% | -31.6% | +7.6% |
| 3Y | +68.2% | +125.4% | -57.2% | +35.9% |
| All | +68.2% | +125.3% | -57.1% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling