+220.6%
EFX vs ARMK
+334.6%
-114.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -1.8% |
| 7D | -2.2% | +0.9% | -3.1% | -2.6% |
| 30D | +29.2% | -0.4% | +29.6% | +28.8% |
| 3M | +3.5% | -2.0% | +5.4% | +3.4% |
| 6M | +7.8% | +22.0% | -14.2% | +0.9% |
| YTD | -12.4% | +49.6% | -62.0% | -22.8% |
| 1Y | -8.2% | +46.4% | -54.6% | -18.6% |
| 3Y | +4.7% | +103.2% | -98.5% | -15.7% |
| 5Y | -32.0% | +108.1% | -140.2% | -45.9% |
| 10Y | +69.1% | +129.4% | -60.4% | +34.9% |
| All | +220.6% | +334.6% | -114.0% | +132.7% |
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