+40.2%
ELAN vs ARMK
+47.4%
-7.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | +1.6% | -2.4% | +4.0% | +2.7% |
| 30D | -6.6% | 0.0% | -6.6% | -6.6% |
| 3M | -0.8% | +6.7% | -7.5% | -3.5% |
| 6M | +0.2% | +38.8% | -38.6% | -12.4% |
| YTD | +8.3% | +55.2% | -46.9% | -7.4% |
| 1Y | +40.2% | +46.6% | -6.4% | +21.9% |
| All | +40.2% | +47.4% | -7.2% | +21.9% |
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 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