+78.1%
EFX vs ARMK
+125.8%
-47.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.2% |
| 7D | +0.3% | -0.7% | +1.0% | +0.3% |
| 30D | +29.1% | -1.3% | +30.4% | +29.0% |
| 3M | +4.3% | -2.5% | +6.8% | +4.4% |
| 6M | +7.7% | +20.8% | -13.1% | +1.3% |
| YTD | -12.5% | +48.2% | -60.7% | -22.2% |
| 1Y | -8.8% | +45.7% | -54.6% | -18.7% |
| 3Y | +4.3% | +96.6% | -92.2% | -14.4% |
| 5Y | -29.4% | +106.6% | -136.0% | -43.2% |
| 10Y | +78.1% | +132.6% | -54.4% | +52.3% |
| All | +78.1% | +125.8% | -47.7% | +52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling