+63.7%
EL vs ARMK
+131.4%
-67.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +1.5% | +2.7% | -1.1% | +0.7% |
| 30D | +10.0% | -1.5% | +11.5% | +10.2% |
| 3M | +28.4% | -11.6% | +40.0% | +33.1% |
| 6M | +37.1% | +6.7% | +30.3% | +32.9% |
| YTD | +7.8% | +47.4% | -39.6% | -6.6% |
| 1Y | +26.0% | +41.5% | -15.4% | +10.7% |
| 3Y | +3.8% | +95.5% | -91.7% | -18.2% |
| 5Y | -65.2% | +108.4% | -173.6% | -73.3% |
| All | +63.7% | +131.4% | -67.6% | +25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling