+54.8%
EFA vs ARMK
+148.1%
-93.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -2.0% | -0.9% |
| 7D | +1.2% | +1.7% | -0.5% | +0.7% |
| 30D | -0.7% | +3.1% | -3.8% | -1.8% |
| 3M | +6.4% | +9.2% | -2.8% | +3.5% |
| 6M | +11.4% | +43.7% | -32.3% | -0.4% |
| YTD | +14.0% | +57.4% | -43.4% | -1.0% |
| 1Y | +20.2% | +51.9% | -31.6% | +5.3% |
| 3Y | +68.2% | +125.4% | -57.2% | +27.1% |
| 5Y | +54.8% | +149.1% | -94.3% | +11.2% |
| All | +54.8% | +148.1% | -93.3% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling