+138.0%
EFA vs ARMK
+327.8%
-189.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +1.3% | +7.1% | -5.8% | -0.4% |
| 30D | +0.5% | -1.6% | +2.2% | +0.8% |
| 3M | -4.1% | -10.5% | +6.4% | -1.7% |
| 6M | +2.4% | +11.8% | -9.3% | -0.8% |
| YTD | +10.0% | +47.3% | -37.2% | -0.7% |
| 1Y | +11.4% | +41.5% | -30.1% | +1.4% |
| 3Y | +65.4% | +95.3% | -29.9% | +37.2% |
| 5Y | +49.6% | +108.1% | -58.5% | +20.5% |
| 10Y | +144.8% | +132.0% | +12.8% | +86.2% |
| All | +138.0% | +327.8% | -189.8% | +62.9% |
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