+147.9%
EFA vs ARMK
+350.8%
-202.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +0.6% | -2.4% | +3.0% | +1.2% |
| 30D | +0.9% | 0.0% | +0.8% | +0.7% |
| 3M | +4.9% | +6.7% | -1.8% | +3.0% |
| 6M | +8.6% | +38.8% | -30.2% | -0.2% |
| YTD | +14.6% | +55.2% | -40.6% | +2.3% |
| 1Y | +22.6% | +46.6% | -24.0% | +10.8% |
| 3Y | +66.5% | +112.9% | -46.4% | +35.4% |
| 5Y | +54.5% | +144.0% | -89.4% | +20.0% |
| 10Y | +144.8% | +132.4% | +12.4% | +87.1% |
| All | +147.9% | +350.8% | -202.9% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling