-30.4%
ELAN vs ARMK
+160.7%
-191.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | -0.2% |
| 7D | -5.4% | +3.1% | -8.5% | -6.9% |
| 30D | +4.7% | -2.8% | +7.5% | +6.2% |
| 3M | -3.7% | +7.6% | -11.2% | -7.4% |
| 6M | -1.2% | +47.9% | -49.1% | -19.3% |
| YTD | +2.4% | +60.0% | -57.6% | -19.8% |
| 1Y | +23.4% | +52.2% | -28.9% | -1.3% |
| 3Y | +96.7% | +131.4% | -34.7% | +23.0% |
| All | -30.4% | +160.7% | -191.0% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling