+67.1%
EL vs ARMK
+350.8%
-283.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.8% | +3.3% |
| 7D | +0.8% | -2.4% | +3.2% | +1.6% |
| 30D | +19.8% | 0.0% | +19.8% | +19.5% |
| 3M | +25.7% | +6.7% | +19.0% | +22.6% |
| 6M | +5.4% | +38.8% | -33.4% | -6.1% |
| YTD | +0.2% | +55.2% | -55.0% | -14.1% |
| 1Y | +20.4% | +46.6% | -26.2% | +5.1% |
| 3Y | -32.1% | +112.9% | -145.0% | -47.6% |
| 5Y | -67.2% | +144.0% | -211.1% | -75.7% |
| 10Y | +31.7% | +132.4% | -100.7% | -2.4% |
| All | +67.1% | +350.8% | -283.7% | +14.9% |
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