+55.3%
EL vs ARMK
+123.7%
-68.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.5% | -2.2% | +0.8% |
| 7D | +0.8% | -2.6% | +3.4% | +1.5% |
| 30D | +16.5% | -5.2% | +21.7% | +18.2% |
| 3M | +29.2% | -6.5% | +35.7% | +31.2% |
| 6M | +27.9% | +15.3% | +12.6% | +20.6% |
| YTD | +6.2% | +43.6% | -37.4% | -7.3% |
| 1Y | +27.2% | +42.1% | -14.9% | +11.4% |
| 3Y | +3.2% | +94.0% | -90.8% | -18.5% |
| 5Y | -66.0% | +96.3% | -162.2% | -73.5% |
| All | +55.3% | +123.7% | -68.4% | +20.1% |
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