+16.1%
EL vs ARMK
+50.1%
-34.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.4% |
| 7D | +1.7% | +1.7% | 0.0% | +1.3% |
| 30D | +15.5% | +3.1% | +12.4% | +14.2% |
| 3M | +20.6% | +9.2% | +11.3% | +16.8% |
| 6M | +10.5% | +43.7% | -33.2% | -2.9% |
| YTD | -1.9% | +57.4% | -59.2% | -17.0% |
| 1Y | +16.1% | +51.9% | -35.8% | -0.6% |
| All | +16.1% | +50.1% | -34.0% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling