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  • EFX vs ARMK✓SelectedUSD · ARMKEFX vs ARMK performance historyLatest closeAs of-3.07%09/08
Stock and ETF performance explorer

EFX vs ARMK

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-35.2%
ARMK return
+148.1%
Excess return
-183.3%
Maximum drawdown
-49.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioARMKExcessAlpha
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