+220.7%
EFX vs ARMK
+327.1%
-106.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -2.0% | +2.8% | -4.8% | -2.9% |
| 30D | +27.9% | -1.8% | +29.7% | +28.0% |
| 3M | +3.8% | -10.9% | +14.7% | +6.8% |
| 6M | +13.0% | +21.2% | -8.3% | +5.9% |
| YTD | -12.4% | +47.0% | -59.4% | -22.3% |
| 1Y | -10.4% | +42.9% | -53.3% | -20.0% |
| 3Y | +4.4% | +95.0% | -90.6% | -14.9% |
| 5Y | -28.9% | +106.2% | -135.1% | -43.3% |
| 10Y | +81.7% | +131.6% | -49.9% | +44.2% |
| All | +220.7% | +327.1% | -106.4% | +133.9% |
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