+31.2%
EL vs ARMK
+136.6%
-105.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.6% |
| 7D | +1.7% | +1.7% | 0.0% | +1.1% |
| 30D | +15.5% | +3.1% | +12.4% | +14.0% |
| 3M | +20.6% | +9.2% | +11.3% | +16.6% |
| 6M | +10.5% | +43.7% | -33.2% | -3.0% |
| YTD | -1.9% | +57.4% | -59.2% | -16.6% |
| 1Y | +16.1% | +51.9% | -35.8% | -0.3% |
| 3Y | -30.2% | +125.4% | -155.6% | -47.4% |
| 5Y | -67.4% | +149.1% | -216.5% | -76.2% |
| 10Y | +31.2% | +135.4% | -104.2% | -0.4% |
| All | +31.2% | +136.6% | -105.4% | -0.4% |
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 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