+49.6%
EFA vs ARMK
+106.6%
-57.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +1.3% | +7.1% | -5.8% | -0.8% |
| 30D | +0.5% | -1.6% | +2.2% | +0.8% |
| 3M | -4.1% | -10.5% | +6.4% | -1.2% |
| 6M | +2.4% | +11.8% | -9.3% | -1.6% |
| YTD | +10.0% | +47.3% | -37.2% | -3.3% |
| 1Y | +11.4% | +41.5% | -30.1% | -1.0% |
| 3Y | +65.4% | +95.3% | -29.9% | +29.0% |
| 5Y | +49.6% | +108.1% | -58.5% | +9.4% |
| All | +49.6% | +106.6% | -57.0% | +9.4% |
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