+201.4%
EFX vs ARMK
+350.8%
-149.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.9% | -5.5% | -6.1% |
| 7D | -8.6% | -2.4% | -6.2% | -8.0% |
| 30D | +0.1% | 0.0% | +0.1% | -0.1% |
| 3M | +3.8% | +6.7% | -2.8% | +1.7% |
| 6M | -13.5% | +38.8% | -52.3% | -21.7% |
| YTD | -17.7% | +55.2% | -72.8% | -27.8% |
| 1Y | -25.6% | +46.6% | -72.2% | -33.8% |
| 3Y | -12.1% | +112.9% | -125.0% | -29.8% |
| 5Y | -33.8% | +144.0% | -177.8% | -49.1% |
| 10Y | +45.1% | +132.4% | -87.3% | +16.2% |
| All | +201.4% | +350.8% | -149.4% | +117.4% |
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