-35.2%
EFX vs ARMK
+148.1%
-183.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.7% |
| 7D | -7.8% | +1.7% | -9.5% | -8.5% |
| 30D | -5.7% | +3.1% | -8.8% | -7.4% |
| 3M | +2.5% | +9.2% | -6.7% | -2.3% |
| 6M | -16.7% | +43.7% | -60.3% | -31.1% |
| YTD | -20.2% | +57.4% | -77.6% | -37.0% |
| 1Y | -31.4% | +51.9% | -83.2% | -45.0% |
| 3Y | -10.5% | +125.4% | -135.9% | -42.8% |
| 5Y | -35.2% | +149.1% | -184.3% | -61.5% |
| All | -35.2% | +148.1% | -183.3% | -61.5% |
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